Copula based GARCH dependence model of Chinese and Korean tourist arrivals to Thailand: Implications for risk management

China and Korea are two of the important tourist markets for Thailand. The growth rates of tourist arrivals from these two countries have volatility and also seem to have co-movement. Understanding the dependence between these tourists markets has importance for strategic planning and processes for...

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Bibliographic Details
Main Authors: Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897868909&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/45339
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Institution: Chiang Mai University