Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates

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Note (General)：: application/pdfForthcoming in International Journal of Tourism Sciences.本文フィルはリンク先を参照のこと

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Material Type: 文書・図像類
Title: Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Author/Editor: Chang, Chia-Lin
McAleer, Michael
Author Heading: Chang, Chia-Lin
McAleer, Michael
Publication, Distribution, etc.: 日本経済国際共同センター
Publication Date: 2010-02
Publication Date (W3CDTF): 2010-02
Periodical title: Discussion paper series. CIRJE-F
No. or year of volume/issue: CIRJE-F-716
Volume: CIRJE-F-716
Text Language Code: eng
Subject Heading: International tourist arrivals
exchange rates
global financial crisis
GARCH
GJR
EGARCH
HAR
approximate long memory
temporal aggregation
spatial aggregation
daily effects
weekly effects
asymmetry
leverage
JEL Classifications: C22, F31, G18, G32.
NDC: 335
Target Audience: 一般
Note (General): application/pdf
Forthcoming in International Journal of Tourism Sciences.
本文フィルはリンク先を参照のこと
Related Material (URI): URI
http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cf716ab.html
Periodical Title (NCID): AA11450569
https://ci.nii.ac.jp/ncid/AA11450569
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 東京大学 : 東京大学学術機関リポジトリ