Showing 1 - 10 of 34
This paper investigates the relationship between People’s Republic of China’s exchange rates and Thailand’s exchange rates. The selection of several mixed forecasting consisting of linear model, nonlinear models and copulas approach was experimented of People’s Republic of China’s...
Persistent link: https://www.econbiz.de/10010765537
The objectives of this study are to find the fitting model and dependence measures of both Thailand’s exchange rate and Malaysia’s exchange rate during, between, and after the World’s recent financial crises based on linear, nonlinear and empirical copula approaches. The results of the...
Persistent link: https://www.econbiz.de/10009369247
Forecasting is an essential analytical tool for tourism policy and planning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q). Secondary data was used to produce forecasts of international tourists’ expenditures in Thailand for the period 2009-2010. The results...
Persistent link: https://www.econbiz.de/10008853203
Forecasting is an essential analytical tool for tourism policy and planning. This paper focuses on forecasting methods based on ARFIMA(p,d,q)-FIGARCH(p,d,q). Secondary data was used to produce forecasts of the number of international tourist arrivals to Thailand for the period of 2009-2010....
Persistent link: https://www.econbiz.de/10008853210
The dependence structure analysis of a financial time series of returns is significant when applied to contemporary financial risk management. Copula function is a flexible and effective tool to be used on modeling the financial model and risk management. This paper aims to set up the dependence...
Persistent link: https://www.econbiz.de/10010765513
This paper used different copula-based GARCH models (Copula-GARCH model and Copula-GJR-GARCH model) to analyze the dependence structure among gold price, stock price index of gold mining companies and Shanghai Composite Index in China. The empirical results found that the suitable margins were...
Persistent link: https://www.econbiz.de/10010765555
This paper sought to find the long-run relationships between international tourist arrivals in India with economic variables such as GDP, transportation costs and the exchange rate for the period from 2002-2006. The cointegration techniques used was based on Panel Cointegration Test as well as...
Persistent link: https://www.econbiz.de/10005403614
Structural equation modeling (LISREL 8) was used to test the causal relationships between tourist travel motivations (travel cost satisfaction) and tourist destination (tourism product, tourism product attributes, and tourism product management). A survey containing Likert-type scales was used...
Persistent link: https://www.econbiz.de/10005403623
As a result of the increase in both the international tourists’ expenditures and tourist arrivals to Thailand, there is a growing interest in determining the trend of international tourists’ expenditures based on time-series modelling. In our article secondary data were used to...
Persistent link: https://www.econbiz.de/10011143255
This common aim provides a general framework for specifying, estimating, and testing time series econometric models using maximum entropy bootstrap (MEB) to test with data in time series from Stock Market of Thailand. The MEB is quantitatively reviewed for the first time to investigate the...
Persistent link: https://www.econbiz.de/10010816687