18-047/III - Asymmetric Risk Impacts 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
  May 18, 2018

• Keywords
  Asymmetric risk, leverage, risk persistence, tourist revenues, conditional volatility models, Heterogeneous AutoRegressive (HAR) models
• JEL
  G32, C22, C58, Z32, Z33