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~person:"Chang, Chia-Lin"
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Chang, Chia-Lin
McAleer, Michael
42
Ardia, David
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Mittnik, Stefan
27
Engle, Robert F.
24
Bauwens, Luc
23
Ledoit, Olivier
22
Paolella, Marc S.
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Wolf, Michael
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Gupta, Rangan
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Haas, Markus
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Alexander, Carol
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Asai, Manabu
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Gronwald, Marc
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Sévi, Benoît
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10
De Nard, Gianluca
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Francq, Christian
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Klein, Tony
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Lehnert, Thorsten
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Auer, Benjamin R.
9
Chan, Felix
9
Dijk, Herman K. van
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
3
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An Event Study of Chinese Tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
, namely,
GARCH
(1,1), GJR (1,1) and EGARCH (1,1), are used to estimate the abnormal rate of change in the number of tourists …
Persistent link: https://www.econbiz.de/10011819518
Saved in:
2
An event study of Chinese tourists to Taiwan
Chang, Chia-Lin
;
Hsu, Shu-Han
;
McAleer, Michael
-
2018
, namely,
GARCH
(1,1), GJR (1,1) and EGARCH (1,1), are used to estimate the abnormal rate of change in the number of tourists …
Persistent link: https://www.econbiz.de/10011794257
Saved in:
3
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10010732596
Saved in:
4
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10010732607
Saved in:
5
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10010732623
Saved in:
6
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
TTourism is a major source of service receipts. The two leading tourism countries for Taiwan are Japan and USA. Daily data from 1/1/1990 to 31/12/2008 are used to model tourist arrivals from the world, USA and Japan to Taiwan, as well as their associated volatility. Inclusion of the exchange...
Persistent link: https://www.econbiz.de/10008489840
Saved in:
7
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Department of Economics and Finance, College of …
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10010627491
Saved in:
8
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Facultad de Ciencias Económicas y Empresariales, …
-
2011
Tourism is a major source of service receipts for many countries, including Taiwan. The two leading tourism countries for Taiwan are Japan and USA, which are sources of short and long haul tourism, respectively. As a strong domestic currency can have adverse effects on international tourist...
Persistent link: https://www.econbiz.de/10009141353
Saved in:
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