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Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
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Facultad de Ciencias Económicas y Empresariales, …
-
2011
of conditional volatility are sensitive to the long memory in the conditional mean, to examine
asymmetry
and leverage in …
Persistent link: https://www.econbiz.de/10009141353
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