Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan

• Material Type: 文書・図像類
• Title: Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
• Author/Editor: Chang, Chia-Lin; McAleer, Michael; Lim, Christine
• Author Heading: Chang, Chia-Lin; McAleer, Michael; Lim, Christine
• Publication, Distribution, etc.: Institute of Economic Research, Kyoto University
• Publication Date: 2011-07
• Publication Date (W3CDTF): 2011-07
• Periodical title: KIER Discussion Paper
• No. or year of volume/issue: 783
• Volume: 783
• Text Language Code: eng
• Subject Heading: Tourist arrivals; long haul; short haul; risk; conditional volatility; asymmetric effect; leverage
• NDC: 330
• Target Audience: 一般
• Format (IMT): application/pdf
• Source: DP783.pdf （fulltext）; http://repository.kulib.kyoto-u.ac.jp/dspace/bitstream/2433/142945/1/DP783.pdf
• Access Restrictions: インターネット公開
• 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): 京都大学 : 京都大学学術情報リポジトリ

• Summary, etc.: This paper estimates the effects of short and long haul volatility (or risk) in monthly Japanese tourist arrivals to Taiwan and New Zealand, respectiv...