Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach
This paper investigates the volatility and dependence of Chinese tourism demand for Singapore, Malaysia, and Thailand (SMT) destinations, using the vine copula based auto regression moving average-generalized autoregressive conditional heteroskedasticity (ARMA-GARCH) model. It is found that a jolt t...
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| Main Authors: | , , , |
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| Format: | Book Series |
| Published: |
2018
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897825601&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45680 |
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| Institution: | Chiang Mai University |