18-003/III - An Event Study of Chinese Tourists to Taiwan

Authors

Chia-Lin Chang, National Chung Hsing University, Taiwan; Shu-Han Hsu, National Chung Hsing University, Taiwan; Michael McAleer, Asia University, Taiwan
Publication date

January 11, 2018

Keywords

Event study, Abnormal rate of change, Chinese tourists, OLS, GARCH, GJR, EGARCH, Tourism finance.
JEL

G14, C22, C52, C58

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