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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan · Study

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PreprintDaily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

Chia‐Lin Chang2009

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Preprintgreen2009

Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan

Chia‐Lin Chang · Michael McAleer

19 citations·0/0 files stored·SSRN Electronic Journal

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Financial Risk and Volatility Modeling Monetary Policy and Economic Impact Market Dynamics and Volatility

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root 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 2008A Simple Approximate Long-Memory Model of Realized Volatility

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Details

Year2009

Typepreprint

Published2009-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations19

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.2139/ssrn.1504651

openalex_workW2152003115

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