[en] A STUDY ON THE BEHAVIOR OF THE PRICES OF SOYBEAN IN BRAZIL: AN APPROACH TO THE METHOD OF MEAN REVERSION WITH JUMPS

[en] A STUDY ON THE BEHAVIOR OF THE PRICES OF SOYBEAN IN BRAZIL: AN APPROACH TO THE METHOD OF MEAN REVERSION WITH JUMPS

[pt] O Brasil tem mostrado bons resultados em suas atividades agropecuárias que vem sendo justificado por suas condições naturais propícias e ao advento da tecnologia agrícola. O agronegócio no Brasil já representa, aproximadamente, 33 por cento do Produto Interno Bruto do país (MAPA, 2007) e em se...

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Bibliographic Details
Main Author:	CRISTIANE BATISTA RODRIGUES
Other Authors:	CARLOS PATRICIO SAMANEZ
Language:	pt
Published:	MAXWELL 2017
Subjects:	[pt] PROCESSOS ESTOCASTICOS [en] STOCHASTIC PROCESSES [pt] REVERSAO A MEDIA [en] MEAN REVERSION [pt] COMMODITIES AGRICOLAS [en] AGRICULTURAL COMMODITIES [pt] DIFUSAO DE SALTOS [en] DISTRIBUTION OF JUMPS [pt] EFEITO ARCH [en] ARCH EFFECT [pt] EFEITO GARCH [en] GARCH EFFECT
Online Access:	https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31897@1 https://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=31897@2 http://doi.org/10.17771/PUCRio.acad.31897

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