Studying volatility and dependency of chinese outbound tourism demand in Singapore, Malaysia, and Thailand: A vine copula approach

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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書目詳細資料
Main Authors:	Jianxu Liu, Songsak Sriboonchitta, Hung T. Nguyen, Vladik Kreinovich
格式:	Book Series
出版:	2018
在線閱讀:	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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