authorities in 2012 on the market volatility of both sectors and their covariance. We also adopt the volatility impulse response …

.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … persistence of volatility in the group was observed by empirical measurement of econometric models GARCH. The test ARCH … characterized all series of prices of coffee as heteroscedástica, or the returns of coffee showed signs of autocorrelation, which in …

positive shocks have impacts differentiated on the volatility of the returns of the prices of beef cattle, what it can be … aims to analyze the volatility process of the return the prices of beef cattle in the State of São Paulo; examining two … factors determinatives, the persistence of shocks and asymmetry in the volatility, by means of the application of ARCH …