Forecasting Chinese international outbound tourists: Copula kink AR-GARCH model
© 2016 by the Mathematical Association of Thailand. All rights reserved. The aim of this paper is to model and forecast Chinese tourist arrivals to Thailand, Singapore, and Malaysia. Monthly tourist arrivals from 1999 to 2014 are used in the analysis. In this paper, we propose Kink AR(m)-GARCH(p,q)...
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| Main Authors: | , |
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| Format: | Journal |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008410750&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42194 |
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| Institution: | Chiang Mai University |