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Volatilidade e Sazonalidade e a Procura Turística em Portugal

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

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  • Paulo M.M. Rodrigues & Ana C. M. Daniel, . "Volatilidade e Sazonalidade e a Procura Turística em 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:a201003
    as

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    File URL: https://www.bportugal.pt/sites/default/files/anexos/papers/ab201003_p.pdf
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    References listed on IDEAS

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    1. repec:bla:jecsur:v:16:y:2002:i:3:p:245-69 is not listed on IDEAS
    2. Zakoian, Jean-Michel, 1994. "Threshold heteroskedastic models," Journal of Economic Dynamics and Control, Elsevier, vol. 18(5), pages 931-955, September.
    3. 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.
    4. Glosten, Lawrence R & Jagannathan, Ravi & Runkle, David E, 1993. "On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks," Journal of Finance, American Finance Association, vol. 48(5), pages 1779-1801, December.
    5. Bollerslev, Tim, 1986. "Generalized autoregressive conditional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 31(3), pages 307-327, April.
    6. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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