Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern

Ornanong Puarattanaarunkorn, Songsak Sriboonchitta. Analyzing Relationship between Tourist Arrivals from China and India to Thailand Using Copula Based GARCH and Seasonal Pattern. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 367-382, Springer, 2014. [doi]

Abstract

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