Search Results - "Econometric Society"

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    Modelling multivariate international tourism demand and volatility by Chan, Felix, Lim, C., Mcaleer, M.

    Published 2005
    “…Theory 19 (2003) 278), and asymmetric vector ARMA-AGARCH model of (Australasian Meeting of the Econometric Society, Brisbane, Australia, 2002). Monthly data from July 1975 to 2000 are used in the empirical analysis. …”
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