Modelling International Tourist Arrivals Volatility in Zimbabwe Using a GARCH Process
The aim of the paper was to develop bootstrap prediction intervals for international tourism demand and volatility in Zimbabwe after modelling with an ARMA-GARCH process. ARMA-GARCH models have better forecasting power and are capable of capturing and quantifying volatility. Bootstrap prediction in...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AfricaJournals
2021-07-01
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| Series: | African Journal of Hospitality, Tourism and Leisure |
| Subjects: | |
| Online Access: | https://www.ajhtl.com/uploads/7/1/6/3/7163688/article_16_10_2_639-653.pdf |