scientific article; zbMATH DE number 7247640

zbMath1463.62257MaRDI QIDQ5120603

Warattaya Chinnakum, Pimonpun Boonyasana

Publication date: 15 September 2020

Full work available at URL: http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/2490

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zbMATH Keywords

forecastcopulaChinese touristkink AR-GARCH

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Consumer behavior, demand theory (91B42)

Cites Work

• Unnamed Item
• An introduction to copulas.
• Financial risk management with Bayesian estimation of GARCH models. Theory and applica\-tions.
• Generalized autoregressive conditional heteroscedasticity
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Forecasting Tourist Arrivals to Thailand Using Belief Functions

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