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

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...

Saved in:

書目詳細資料
Main Authors:	Ornanong Puarattanaarunkorn, Songsak Sriboonchitta
格式:	Book Series
出版:	2018
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897868909&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45339
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

相似書籍

Copula based GARCH dependence model of Chinese and Korean tourist arrivals to Thailand: Implications for risk management
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Analyzing relationship between tourist arrivals from China and India to Thailand using copula based GARCH and seasonal pattern
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Analyzing relationship between tourist arrivals from China and India to Thailand using copula based GARCH and seasonal pattern
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Modeling dependency in tourist arrivals to Thailand from China, Korea, and Japan using vine copulas
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Modeling dependency in tourist arrivals to Thailand from China, Korea, and Japan using vine copulas
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approach
由: Jianxu Liu, et al.
出版: (2018)

Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approach
由: Jianxu Liu, et al.
出版: (2018)

Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore: A copula-based GARCH approach
由: Liu J., et al.
出版: (2014)

Forecasting the Chinese tourist arrivals to Thailand the time series approach
由: Gong X., et al.
出版: (2017)

Forecasting the Chinese tourist arrivals to Thailand the time series approach
由: Xue Gong, et al.
出版: (2018)

Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approach
由: Teera Kiatmanaroch, et al.
出版: (2018)

Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approach
由: Teera Kiatmanaroch, et al.
出版: (2018)

Forecasting Chinese international outbound tourists: Copula kink AR-GARCH model
由: Pimonpun Boonyasana, et al.
出版: (2018)

Forecasting Chinese international outbound tourists: Copula kink AR-GARCH model
由: Boonyasana P., et al.
出版: (2017)

Nonlinear estimations of tourist arrivals to Thailand: forecasting tourist arrivals by using SETAR models and STAR models
由: Nyo Min, et al.
出版: (2018)

Investigation of the dependence structure between imports and manufacturing production index of Thailand using copula-based GARCH model
由: Chakorn Praprom, et al.
出版: (2018)

Investigation of the dependence structure between imports and manufacturing production index of Thailand using copula-based GARCH model
由: Chakorn Praprom, et al.
出版: (2018)

A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
由: Jiechen Tang, et al.
出版: (2018)

A mixture of canonical vine copula-GARCH approach for modeling dependence of European electricity markets
由: Jiechen Tang, et al.
出版: (2018)

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
由: Jiechen Tang, et al.
出版: (2018)

Estimating risk of natural gas portfolios by using GARCH-EVT-Copula model
由: Jiechen Tang, et al.
出版: (2018)

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model
由: Jiechen Tang, et al.
出版: (2018)

Estimating risk of natural gas portfolios by using GARCH-EVT-Copula model
由: Jiechen Tang, et al.
出版: (2018)

Nonlinear estimations of tourist arrivals to Thailand: forecasting tourist arrivals by using SETAR models and STAR models
由: Min N., et al.
出版: (2017)

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model
由: Jiechen Tang, et al.
出版: (2018)

Risk measurement of global stock markets: A factor copula-based GJR-GARCH approach
由: Quanrui Song, et al.
出版: (2020)

Modeling dependence dynamics of air pollution: Time series analysis using a copula based GARCH type model
由: He Zhanqiong, et al.
出版: (2018)

Modeling dependence dynamics of air pollution: Time series analysis using a copula based GARCH type model
由: He Zhanqiong, et al.
出版: (2018)

Forecasting tourist arrivals to Thailand using belief functions
由: Min,N., et al.
出版: (2015)

Analysis of volatility of and dependence between exchange rate and inflation rate in Lao people's democratic republic using copula-based GARCH approach
由: Tongvang Xiongtoua, et al.
出版: (2018)

Analysis of volatility of and dependence between exchange rate and inflation rate in Lao people's democratic republic using copula-based GARCH approach
由: Tongvang Xiongtoua, et al.
出版: (2018)

Exploring dependence structures among European electricity markets: static and dynamic copula-GARCH and dynamic state-space approaches
由: Ly, Sel, et al.
出版: (2023)

Dependence between volatility of stock price index returns and volatility of exchange rate returns under QE programs: Case studies of Thailand and Singapore
由: Ornanong Puarattanaarunkorn, et al.
出版: (2018)

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model
由: Tang J., et al.
出版: (2017)

Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model
由: Tang J., et al.
出版: (2014)

The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
由: Xue Gong, et al.
出版: (2018)

The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
由: Xue Gong, et al.
出版: (2018)

An empirical study of inbound tourism demand in China: a copula-GARCH approach
由: Jiechen Tang, et al.
出版: (2018)

An empirical study of inbound tourism demand in China: a copula-GARCH approach
由: Jiechen Tang, et al.
出版: (2018)

A study on the mainland chinese tourist arrivals to Singapore
由: Hui, Tak Kee, et al.
出版: (2018)