TY  - RPRT
AU  - Chang, Chia-Lin
AU  - McAleer, Michael
PY  - 2011
UR  - https://hdl.handle.net/20.500.14352/49001
AB  - Tourism is a major source of service receipts for many countries, including Taiwan. The two leading tourism countries for Taiwan are Japan and USA, which are sources of short and long haul tourism, respectively. As a strong domestic currency can have...
LA  - eng
KW  - International tourist arrivals
KW  - Exchange rates
KW  - Exchange rate volatility
KW  - GARCH
KW  - GJR
KW  - EGARCH
KW  - HAR
KW  - Long memory
KW  - temporal and spatial aggregation
KW  - Daily and weekly effects
KW  - Asymmetry
KW  - leverage.
TI  - Aggregation, Heterogeneous Autoregression and Volatility ofDaily International Tourist Arrivals and Exchange Rates
TY  - technical report
VL  - 2011
ER  -