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Time series forecasts of international tourism demand for Australia
Lim, Christine (contributor); McAleer, Michael (contributor) - 2001 - [Elektronische Ressource]
This paper examines stationary and nonstationary time series by formally testing for the presence of unit roots and seasonal unit roots prior to estimation, model selection and forecasting. Various Box-Jenkins Autoregressive Integrated Moving Average (ARIMA) models are estimated over the period...
Persistent link: https://www.econbiz.de/10001644080
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Forecasting h(m)otel guest nights in New Zealand
Lim, Christine; Chang, Chia-Lin; McAleer, Michael - In: International journal of hospitality management 28 (2009) 2, pp. 228-235
Persistent link: https://www.econbiz.de/10003827272
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Time series forecasts of international tourism demand for Australia
Lim, Christine; MacAleer, Michael - 2001
This paper examines stationary and nonstationary time series by formally testing for the presence of unit roots and seasonal unit roots prior to estimation, model selection and forecasting. Various Box-Jenkins Autoregressive Integrated Moving Average (ARIMA) models are estimated over the period...
Persistent link: https://www.econbiz.de/10010332392
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An econometric analysis of hotel-motel room nights in New Zealand with stochastic seasonality
Lim, Christine; Chan, Felix - In: International journal of revenue management : IJRM 5 (2011) 1, pp. 63-83
Persistent link: https://www.econbiz.de/10008987189
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Analysis of tourism demand serial dependence structure for forecasting
Zhu, Liang; Lim, Christine; Xie, Wenjun; Wu, Yuan - In: Tourism economics : the business and finance of tourism … 23 (2017) 7, pp. 1419-1436
Persistent link: https://www.econbiz.de/10011772653
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Dynamic heterogeneous panel data analysis of tourism demand for Singapore
Lim, Christine; Zhu, Liang - In: Journal of travel and tourism marketing 34 (2017) 9, pp. 1224-1234
Persistent link: https://www.econbiz.de/10011758980
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Air transport capacity and tourism demand : a panel cointegration approach with cross-sectionally augmented autoregressive distributed lag (CS-ARDL) model
Kuok, Rockie U Kei; Koo, Tay T. R.; Lim, Christine - In: Tourism economics : the business and finance of tourism … 30 (2024) 3, pp. 702-727
Persistent link: https://www.econbiz.de/10014580907
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Prediction of risk : decoding the serial dependence of stock return volatility with copula
Zhu, Liang; Lim, Christine; Zhang, Jianlun - In: Journal of hospitality & tourism research : JHTR ; the … 45 (2021) 1, pp. 6-27
Persistent link: https://www.econbiz.de/10012426080
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - In: Econometrics : open access journal 2 (2014) 3, pp. 145-150
The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
Persistent link: https://www.econbiz.de/10010417180
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Asymmetry and leverage in conditional volatility models
McAleer, Michael - 2014
The three most popular univariate conditional volatility models are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the exponential GARCH (or...
Persistent link: https://www.econbiz.de/10010405194