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On Tests For Long-Term Dependence: India’s International Tourism Market

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  • Prasert Chaitip

    (Chiang Mai University, Thailand)

  • Songsak Sriboonchitta

    (Chiang Mai University, Thailand)

  • Peter Balogh

    (University of Debrecen, Hungary)

  • Chukiat Chaiboonsri

    ()
    (Chiang Mai University, Thailand)

Abstract

There has been growing interest in studying behaviour of long memory process in tourism market. In this research examine the behaviour of India’s international tourism market based on long-memory analysis. The international tourism market of India combined with nine countries. For example, tourists from USA, tourists from UK, tourists from Canada, tourists from Germany, tourists from France, tourists from Japan, tourists from Malaysia, tourists from Australia and tourists form Sri Lanka. Moreover, three statistical test for long-memory process such as R/S test, Modified R/S test and GPH-test are employed to test in these markets. The empirical findings in general provide more support for no long memory process or no long-term dependence in international tourism market of India.

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Bibliographic Info

Article provided by University of Petrosani, Romania in its journal Annals of the University of Petrosani - Economics.

Volume (Year): 10 (2010)
Issue (Month): 3 ()
Pages: 87-94

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Handle: RePEc:pet:annals:v:10:y:2010:i:3:p:87-94

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Web page: http://www.upet.ro/

Related research

Keywords: India; Long-memory process; Long-term dependence; International; Tourism Market;

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  1. Caporale, Guglielmo Maria & Gil-Alana, Luis A., 2002. "Fractional integration and mean reversion in stock prices," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 599-609.
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