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Modelling international tourism and country risk spillovers for Cyprus and Malta · Study

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ArticleModelling international tourism and country risk spillovers for Cyprus and Malta

Suhejla Hoti2007

Article2007

Modelling international tourism and country risk spillovers for Cyprus and Malta

Suhejla Hoti · Michael J. McAleer · Riaz Ibrahim Shareef

111 citations·0/0 files stored·Tourism Management

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Diverse Aspects of Tourism Research Global Financial Crisis and Policies Financial Risk and Volatility Modeling

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References

1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1977Time Series Analysis: Forecasting and Control 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL 1996New directions in tourism for third world development 2002Stationarity and the existence of moments of a family of GARCH processes 1996The economic impact of tourism in the Seychelles

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2019Modelling tourism receipts and associated risks, using long-range dependence models

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Year2007

Typearticle

Published2007-04-24

VenueTourism Management

ISSN-L0261-5177

Languageen

Citations111

Files0 public / 0

ShelfDiverse Aspects of Tourism Research

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doi10.1016/j.tourman.2007.02.014

openalex_workW1976397245

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