TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
AU  - Lim, Christine
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49022
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
A3  - Instituto Complutense de Análisis Económico. Universidad Complutense de Madrid
KW  - Tourist arrivals
KW  - Lng haul
KW  - Sort haul
KW  - Rsk
KW  - Conditional volatility
KW  - Aymmetric effect
KW  - Lverage.
TI  - Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
TY  - technical report
VL  - 2011
ER  -