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~person:"McAleer, Michael"
~person:"Smith, James P."
~institution:"Department of Economics and Finance, College of Business and Economics"
~subject:"ARIMA"
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ARIMA
Volatility spillovers
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ARMAX
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BEKK
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Block exogeneity
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Chinese stock market
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EGARCH
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East Asia
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External shocks
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Financial performance
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GARCH
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GJR
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HAR
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International tourist arrivals
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MGARCH
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Monetary union
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Size effects
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Small-firm effects
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Spillover effects
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Structural vector autoregression
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Thailand
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Tourism
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Tourism arrivals
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Tourism demand
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VARMA
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VARMA-AGARCH
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approximate long memory
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asymmetries
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asymmetry
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conditional correlation
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daily effects
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exchange rates
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global financial crisis
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hedging
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leverage
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McAleer, Michael
Smith, James P.
Chaovanapoonphol, Yaovarate
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Lim, Christine
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Wiboonpongse, Aree
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Department of Economics and Finance, College of Business and Economics
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Time Series Modelling of Tourism Demand from the
USA
, Japan and Malaysia to Thailand
Chaovanapoonphol, Yaovarate
;
Lim, Christine
;
McAleer, …
-
Department of Economics and Finance, College of …
-
2010
includes arrivals from the
USA
, which represents the long haul inbound market, from Japan as the most important medium haul …
Persistent link: https://www.econbiz.de/10010627490
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