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

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Digital文書・図像類
McAleer, MichaelInstitute of Economic Research, Kyoto University2010-08KIER Discussion Paper712
Available onlineOther Libraries in Japan
  • Summary, etc....del is used to approximate long memory properties in ......nsitive to the approximate long memory in the conditional mean, exam...
  • Subject Heading...GJR EGARCH HAR approximate long memory temporal aggregation spatial ...

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

Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Paper文書・図像類
Chang, Chia-Lin, McAleer, Michael日本経済国際共同センター2010-02Discussion paper series. CIRJE-FCIRJE-F-716
Other Libraries in Japan
  • Subject Heading...GJR EGARCH HAR approximate long memory temporal aggregation spatial ...

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