Teixeira, Gibrian Silva; Maia, Sinezio Fernandes; … - 2008
the family ARCH as analysis tool with relationship to the behavior of the return of the cocoa, of the fatcow, of the … coffee, Brazilian traditional agricultural commodity, serving as aid for the agents decision in the purchase and sale of … volatility. The markets are asymmetric for the return of these commodities. For the future market of the fat ox and of the cocoa …