Shu-Han Hsu

National Chung Hsing University

402, No. 250 Kuo Kuang Road, Taiwan

Taichung, Taiwan

China

SCHOLARLY PAPERS

3

DOWNLOADS

259

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

An Event Study of Chinese Tourists to Taiwan

Tinbergen Institute Discussion Paper 2018-003/III
Number of pages: 98 Posted: 17 Jan 2018
Chia-Lin Chang, Shu-Han Hsu and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, National Chung Hsing University and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 104 (260,190)

Abstract:

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Event study, Abnormal rate of change, Chinese tourists, OLS, GARCH, GJR, EGARCH, Tourism finance.

2.

Risk Spillovers in Returns for Chinese and International Tourists to Taiwan

Tinbergen Institute Discussion Paper 2018-031/III
Number of pages: 43 Posted: 11 Apr 2018
Chia-Lin Chang, Shu-Han Hsu and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, National Chung Hsing University and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 82 (303,207)

Abstract:

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Risk spillovers, International tourism arrivals, Chinese tourist arrivals, Group tourists, Individual tourists, Medical tourists, Co-volatility effects, Diagonal BEKK model

3.

Asymmetric Risk Impacts of Chinese Tourists to Taiwan

Tinbergen Institute Discussion Paper 2018-047/III
Number of pages: 43 Posted: 30 May 2018
Chia-Lin Chang, Shu-Han Hsu and Michael McAleer
National Chung Hsing University - Department of Applied Economics, Department of Finance, National Chung Hsing University and Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute
Downloads 73 (324,432)

Abstract:

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asymmetric risk, leverage, risk persistence, tourist revenues, conditional volatility models, Heterogeneous AutoRegressive (HAR) models