Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach

DOI10.1016/J.MATCOM.2008.01.025zbMath1154.91592OpenAlexW1971929782MaRDI QIDQ929743

Michael McAleer, Riaz Shareef

Publication date: 18 June 2008

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2008.01.025

zbMATH Keywords

uncertaintyconditional volatilitycountry spillover effectssmall island tourism economiesweekly international tourist arrivals

Mathematics Subject Classification ID

Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Consumer behavior, demand theory (91B42)

Cites Work

• Stationarity and the existence of moments of a family of GARCH processes.
• Small island tourism economies and country risk ratings
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances
• On a multivariate conditional heteroscedastic model
• NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY

This page was built for publication: Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach