Amin, Mario Miguel; Monte, Leila Fatima; Correia, … - 2008
.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … characterized all series of prices of coffee as heteroscedástica, or the returns of coffee showed signs of autocorrelation, which in …,1) showed EGARCH for the number of returns of coffee in Brazil and Ethiopia persistence and the existence of the asymmetry of …