TY  - RPRT
AU  - Chang, Chia-Lin
AU  - Hsu, Shu-Han
AU  - McAleer, Michael
PY  - 2018
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/17427
AB  - Since 2008, when Taiwan’s President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan’s largest source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the short-run...
LA  - eng
KW  - Asymmetric risk
KW  - Leverage
KW  - Risk persistence
KW  - Tourist revenues
KW  - Conditional volatility models
KW  - Heterogeneous AutoRegressive (HAR) models.
TI  - Asymmetric Risk Impacts of Chinese Tourists to Taiwan
TY  - technical report
VL  - 2018
ER  -