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Predicción de volatilidad de la rentabilidad diaria del mercado del azúcar y su aplicación en la razón de cobertura

Ortiz Alvarado, Arody; Universidad del Valle; Girón, Luis Eduardo; Pontificia Universidad Javeriana Cali

This work predicts the volatility of the daily profitability of sugar prices for the period between 1 of June 2001 and 24th of October 2013. The daily data collected covered sugar, ethanol and the Brazilian Real and USD ...