Modelación de la volatilidad y pronóstico del precio del café

Authors: Pérez Ramírez, Fredy Ocaris

Format: Article

Status: Published version

Description

Publication Year: 2006

Language: Spanish

Topic: GARCH
ARIMA
heteroscedasticidad
volatilidad
café - precios
modelos GARCH

Repository: Repositorio UDEM

Get full text: http://hdl.handle.net/11407/922

Rights: Open access

License: http://creativecommons.org/licenses/by-nc-sa/4.0/