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Abstract

This article examines volatility and its determinants of international tourism demand for Korea. Based on the exponential generalized autoregressive heteroskedasticity model, some evidences are found such that the leverage effects are presented in the tourism demand, and the determinants of...

Author(s)
Park SungYong; Jei, S. Y.
Publisher
Routledge, Taylor & Francis, London, UK
Citation
Applied Economics Letters, 2010, 17, 1/3, pp 217-223