2012-09-01
Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Publication
Publication
Japanese Economic Review , Volume 63 - Issue 3 p. 397- 419
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doi.org/10.1111/j.1468-5876.2011.00563.x, hdl.handle.net/1765/81878 | |
Japanese Economic Review | |
Organisation | Erasmus University Rotterdam |
Chang, C.-L., & McAleer, M. (2012). Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates. Japanese Economic Review, 63(3), 397–419. doi:10.1111/j.1468-5876.2011.00563.x |