Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach

Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore a copula-based GARCH approach

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Veröffentlicht in:Uncertainty analysis in econometrics with applications
1. Verfasser: Liu, Jianxu (VerfasserIn)
Weitere Verfasser: Songsak Sriboonchitta (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2013
Schlagworte:
1997-2011 > Tourismus > Chinesen > Volatilität > Multivariate Verteilung > ARCH-Modell > Schätzung > China > Thailand > Singapur > Aufsatz im Buch
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