Previsão de preços futuros de Commodities Agrícolas com diferenciações inteira e fracionária, e erros heteroscedásticos
Year of publication: |
2007
|
---|---|
Authors: | Lima, Ricardo Chaves ; Góis, Marcos Roberto ; Ulises, Charles |
Published in: |
Brazilian Journal of Rural Economy and Sociology (RESR). - Sociedade Brasileira de Economia e Sociologia Rural - SOBER. - Vol. 45.2007, 3
|
Publisher: |
Sociedade Brasileira de Economia e Sociologia Rural - SOBER |
Subject: | ARIMA models | fractional differencing | ARFIMA models. | Agribusiness |
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