Quantile dependence of tourism activity between Southern European countries

作者: Štefan Lyócsa , Petra Vašaničová , Eva Litavcová

DOI: 10.1080/13504851.2019.1613484

关键词:

摘要: Using monthly data on arrivals at tourist accommodation establishments, we estimate the quantile dependence of tourism activity between four Southern European countries: Greece, Italy, Spain and Po...

参考文章(22)
Chor Foon Tang, Eu Chye Tan, Does tourism effectively stimulate Malaysia's economic growth? Tourism Management. ,vol. 46, pp. 158- 163 ,(2015) , 10.1016/J.TOURMAN.2014.06.020
María del P. Pablo-Romero, José A. Molina, Tourism and economic growth: A review of empirical literature Tourism Management Perspectives. ,vol. 8, pp. 28- 41 ,(2013) , 10.1016/J.TMP.2013.05.006
Daniel B. Nelson, CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH Econometrica. ,vol. 59, pp. 347- 370 ,(1991) , 10.2307/2938260
Tim Bollerslev, Generalized autoregressive conditional heteroskedasticity Journal of Econometrics. ,vol. 31, pp. 307- 327 ,(1986) , 10.1016/0304-4076(86)90063-1
Zhuanxin Ding, Clive W.J. Granger, Robert F. Engle, A long memory property of stock market returns and a new model Journal of Empirical Finance. ,vol. 1, pp. 83- 106 ,(1993) , 10.1016/0927-5398(93)90006-D
Paresh Kumar Narayan, Are Australia's tourism markets converging? Applied Economics. ,vol. 38, pp. 1153- 1162 ,(2006) , 10.1080/00036840500391377
Ding Du, Alan A. Lew, Pin T. Ng, Tourism and Economic Growth Journal of Travel Research. ,vol. 55, pp. 454- 464 ,(2016) , 10.1177/0047287514563167
LAWRENCE R. GLOSTEN, RAVI JAGANNATHAN, DAVID E. RUNKLE, On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks Journal of Finance. ,vol. 48, pp. 1779- 1801 ,(1993) , 10.1111/J.1540-6261.1993.TB05128.X
Fernando Almeida Garcia, A comparative study of the evolution of tourism policy in Spain and Portugal Tourism Management Perspectives. ,vol. 11, pp. 34- 50 ,(2014) , 10.1016/J.TMP.2014.03.001
J. Carlos Escanciano, Ignacio N. Lobato, An Automatic Portmanteau Test for Serial Correlation Journal of Econometrics. ,vol. 151, pp. 140- 149 ,(2009) , 10.1016/J.JECONOM.2009.03.001