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Combining volatility and smoothing forecasts of UK demand for international tourism · Study

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ArticleCombining volatility and smoothing forecasts of UK demand for international tourism

John T. Coshall2008

Article2008

Combining volatility and smoothing forecasts of UK demand for international tourism

John T. Coshall

93 citations·0/0 files stored·Tourism Management

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Forecasting Techniques and Applications Diverse Aspects of Tourism Research Financial Risk and Volatility Modeling

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power 2008Introductory Econometrics for Finance 1969The Combination of Forecasts 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model

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2010A management orientated approach to combination forecasting of tourism demand 2015Automated Box–Jenkins forecasting tool with an application for passenger demand in urban rail systems 2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations 2020Inbound tourism demand forecasting framework based on fuzzy time series and advanced optimization algorithm 2011Evaluating Cruise Demand Forecasting Practices: A Delphi Approach

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Year2008

Typearticle

Published2008-11-15

VenueTourism Management

ISSN-L0261-5177

Languageen

Citations93

Files0 public / 0

ShelfForecasting Techniques and Applications

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doi10.1016/j.tourman.2008.10.010

openalex_workW2014817063

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2015Analysing and forecasting qualified labour demand in the South African hotel accommodation sector