AGGREGATION, HETEROGENEOUS AUTOREGRESSION AND VOLATILITY OF DAILY INTERNATIONAL TOURIST ARRIVALS AND EXCHANGE RATES

Chia-Lin Chang () and Michael McAleer

The Japanese Economic Review, 2012, vol. 63, issue 3, 397-419

Date: 2012
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Working Paper: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (2010)
Working Paper: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates (2010)
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