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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin.
In: CARF F-Series.
RePEc:cfi:fseres:cf192.

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  1. Effects of Multiple Financial News Shocks on Tourism Demand Volatility Modelling and Forecasting. (2022). Choo, Wei Chong ; Zhang, Yuruixian ; Wan, Cheong Kin ; Yee, Choy Leong ; Aziz, Yuhanis Abdul.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:279-:d:846424.

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  2. The consequences of exchange rate trends on international tourism demand: evidence from India. (2019). Rishad, Abdul ; Vashishat, Tarun ; Sharma, Akhil.
    In: Journal of Social and Economic Development.
    RePEc:spr:jsecdv:v:21:y:2019:i:2:d:10.1007_s40847-019-00080-2.

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  3. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1813.

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  4. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20180047.

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  5. Asymmetric Risk Impacts of Chinese Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:107294.

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  6. Modelling and Forecasting Tourist Arrivals to Cambodia: An Application of ARIMA-GARCH Approach. (2017). Chhorn, Theara ; Chaiboonsri, Chukiat.
    In: MPRA Paper.
    RePEc:pra:mprapa:83942.

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  7. Effective timing of tourism policy: The case of Singapore. (2017). Agiomirgianakis, George ; Serenis, Dimitrios ; Tsounis, Nicholas .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:29-38.

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  8. Modeling and forecasting the oil volatility index. (2017). Veiga, Helena ; Mariti, Massimo B ; Gonalves, Joao Henrique ; Lopes, Maria Helena.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:25985.

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  9. Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126.

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  10. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2011). McAleer, Michael ; Chang, Chia-Lin.
    In: Documentos de Trabajo del ICAE.
    RePEc:ucm:doicae:1113.

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  11. Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand. (2010). McAleer, Michael ; Lim, Christine ; Wiboonpongse, Aree ; Chaovanapoonphol, Yaovarate .
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf722.

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  12. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2010cf716.

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  13. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:18331.

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  14. Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand. (2010). McAleer, Michael ; Lim, Christine ; Wiboonpongse, Aree ; Chaovanapoonphol, Yaovarate .
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/05.

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  15. Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:10/02.

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References

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  50. Uncertainty Shocks and Business Cycle Research. (). Guerron, Pablo ; Fernandez-Villaverde, Jesus ; Guerron-Quintana, Pablo.
    In: Review of Economic Dynamics.
    RePEc:red:issued:20-250.

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