Modeling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan-Reference-Cited by-同舟云学术

Modeling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan

Published:2012-01 Issue:1 Volume:12 Page:1-24
ISSN:1598-0634
Container-title:International Journal of Tourism Sciences
language:en
Short-container-title:International Journal of Tourism Sciences

Author:

Chang Chia-Lin,McAleer Michael,Lim Christine

Publisher

Informa UK Limited

Subject

General Medicine

Link

http://www.tandfonline.com/doi/pdf/10.1080/15980634.2012.11434650

Reference5 articles.

1. Lim, C., Min, J.C.H. & McAleer, M. (2007). ARMAX modeling of international tourism demand, in L. Oxley & D. Kulasiri (eds.), MODSIM 2007 International Congress on Modeling and Simulation, MSSANZ, Christchurch, New Zealand, pp. 1885–1891.

2. New Zealand Department of Statistics (1997–2007), Monthly Tourist Arrivals, Wellington, NZ.

3. Shephard, N. (1996). Statistical aspects of ARCH and stochastic volatility, in Barndorff-Nielsen, Statistical Models in Econometrics, Finance and Other Fields, editied by O.E., D.R. Cox, and D.V. Hinkley. Chapman and Hall, London, Pp 1–67.

4. Taiwan Tourism Bureau (1997–2007), Monthly Report on Tourism, Tourism Bureau, Taipei.

5. Taiwan Tourism Bureau (2006), 2005 Survey Report on Visitors Expenditure and Trends in Taiwan, Tourism Bureau, Taipei.

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