TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
AU  - Lim, Christine
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49026
AB  - This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand, respectively. In order to model appropriately the volatilities of international tourist arrivals, we use...
LA  - eng
KW  - Tourist arrivals
KW  - Long haul
KW  - Short haul
KW  - Risk
KW  - Conditional volatility
KW  - Asymmetric effect
KW  - Leverage.
TI  - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
TY  - technical report
VL  - 2011
ER  -