Open AccessAnálise da volatilidade dos preços da indústria canavieira: uma aplicação dos modelos da família ARCH
Author(s) -
Felipe Melo Cruz,
Mariane Santos Françoso
Publication year - 2017
Publication title -
economia ensaios
Language(s) - Portuguese
Resource type - Journals
eISSN - 1983-1994
pISSN - 0102-2482
DOI - 10.14393/ree-v32n1a2017-4
Subject(s) - arch , economics , humanities , autoregressive conditional heteroskedasticity , market liquidity , volatility (finance) , monetary economics , financial economics , philosophy , geography , archaeology
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