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Modelling the volatility of international visitor arrivals to New Zealand

International visitor arrivals are considered to be a major source of foreign exchange, tourism-related employment and other tourism-related activities. This study used SARIMAX/(E)GARCH volatility models to forecast visitor arrivals by air transport to New Zealand from its eight key tourist source m...

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Detalles Bibliográficos
Autores principales: Balli, Hatice Ozer, Tsui, Wai Hong Kan, Balli, Faruk
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7148906/
https://www.ncbi.nlm.nih.gov/pubmed/32834689
http://dx.doi.org/10.1016/j.jairtraman.2018.10.002