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Volatility and Seasonality of Tourism Demand in Portugal

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  • Paulo M.M. Rodrigues
  • Ana C. M. Daniel

Abstract

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Suggested Citation

  • Paulo M.M. Rodrigues & Ana C. M. Daniel, 2010. "Volatility and Seasonality of Tourism Demand in Portugal," Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies, Banco de Portugal, Economics and Research Department.
    • Handle: RePEc:ptu:bdpart:ab201003
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab201003_e.pdf
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    References listed on IDEAS

    as
    1. Nelson, Daniel B, 1991. "Conditional Heteroskedasticity in Asset Returns: A New Approach," Econometrica, Econometric Society, vol. 59(2), pages 347-370, March.
    2. repec:bla:jecsur:v:16:y:2002:i:3:p:245-69 is not listed on IDEAS
    3. Zakoian, Jean-Michel, 1994. "Threshold heteroskedastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 18(5), pages 931-955, September.
    4. W. K. Li & Shiqing Ling & Michael McAleer, 2002. "Recent Theoretical Results for Time Series Models with GARCH Errors," Journal of Economic Surveys, Wiley Blackwell, vol. 16(3), pages 245-269, July.
    5. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
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