A STUDY ON THE RETURN VOLATILITY OF THE COFFEE BEANS PRICE USING ARCH MODELS
In the case of primary commodities, price volatility would arise mainly due to disturbances in supply, whereas for industrial raw materials, it would be the result of disturbances in demand. In the analysis of commodity markets can be seen that information, hedging, speculation and physical availab...
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| Format: | Article |
| Language: | Portuguese |
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Universidade do Oeste Paulista
2019-07-01
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| Series: | Colloquium Exactarum |
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| Online Access: | http://journal.unoeste.br/index.php/ce/article/view/2707 |