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Search: subject:"brazilian agricultural commodities"
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ARCH models
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Agribusiness
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brazilian agricultural commodities
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volatility.
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Castro Júnior, Luiz Gonzaga de
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Silva, Washington Santos da
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Sáfadi, Thelma
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Brazilian Journal of Rural Economy and Sociology (RESR)
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Uma análise empírica da volatilidade do retorno de commodities agrícolas utilizando modelos ARCH: os casos do café e da soja
Silva, Washington Santos da
;
Sáfadi, Thelma
;
Castro …
- In:
Brazilian Journal of Rural Economy and Sociology (RESR)
43
(
2005
)
1
We examine the volatility process of the returns of two important
brazilian
agricultural
commodities
, the coffee and …
Persistent link: https://www.econbiz.de/10011142912
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