Forecasting Chinese international outbound tourists: Copula kink AR-GARCH model

Forecasting Chinese international outbound tourists: Copula kink AR-GARCH model

© 2016 by the Mathematical Association of Thailand. All rights reserved. The aim of this paper is to model and forecast Chinese tourist arrivals to Thailand, Singapore, and Malaysia. Monthly tourist arrivals from 1999 to 2014 are used in the analysis. In this paper, we propose Kink AR(m)-GARCH(p,q)...

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書目詳細資料
Main Authors:	Pimonpun Boonyasana, Warattaya Chinnakumz
格式:	雜誌
出版:	2018
主題:	Mathematics
在線閱讀:	https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008410750&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55968
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Chiang Mai University

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