Modelling dependence between tourism demand and exchange rate using the copula-based GARCH model
© 2014 Taylor & Francis. This paper investigates dependence between tourism demand and exchange rate, using the case of China, and from a new perspective by using copula–GARCH models. The empirical results show that the volatility of exchange rate is not a determinant factor in fluctuation of...
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| Main Authors: | , , , |
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| Format: | Journal |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84904073952&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55324 |
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| Institution: | Chiang Mai University |