Modelling multivariate international tourism demand and volatility

International tourism demand, which is typically measured as tourist arrivals, to Australia has experienced dramatic fluctuations in recent years due to changes in the economic, financial and political environment. However, variations in tourism demand, specifically the conditional variance, or vola...

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Bibliographic Details
Main Authors: Chan, Felix, Lim, C., Mcaleer, M.
Format: Journal Article
Published: Elsevier Science Ltd 2005
Online Access:http://hdl.handle.net/20.500.11937/25357