This paper investigates the impacts of Avian Flu on global and Asian tourism using panel data procedures. Both static and dynamic fixed effects panel data models are adopted to estimate the impacts of this infectious disease. The empirical results from static and dynamic fixed effects panel data...

Introduction / Michael McAleer -- Assessment of risk ratings and risk returns for 120 representative countries / Michael McAleer -- Conditional volatility models for risk ratings and risk returns / Michael McAleer -- Univariate and multivariate estimates of symmetric and asymmetric conditional...

The main purpose of this handbook is to illustrate the mathematically fundamental implementation of various volatility models in the banking and financial industries, both at home and abroad, through use of real-world, time-sensitive applications. Conceived and written by over two-dozen experts...