Please use this identifier to cite or link to this item: http://ir.lib.seu.ac.lk/handle/123456789/5893
Title: Volatility analysis of international tourist arrivals to Sri Lanka using GARCH models
Authors: Shanika, A. G. S.
Jahufer, A.
Keywords: Conditional Volatility
EGARCH
GARCH
GJR-GARCH
Issue Date: 30-Nov-2021
Publisher: Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai.
Citation: 10th Annual Science Research Sessions 2021 (ASRS-2021) Proceedings on "Data-Driven Scientific Research for Sustainable Innovations". 30th November 2021. Faculty of Applied Sciences, South Eastern University of Sri Lanka, Sammanthurai, Sri Lanka. pp. 111-115.
URI: http://ir.lib.seu.ac.lk/handle/123456789/5893
ISBN: 978-624-5736-19-5
Appears in Collections:10th Annual Science Research Session - FAS

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