Ex-ante volatility measures based on agents' expectations. An application to Argentina's tems of trade
In this paper we discuss the construction of volatility measures aimed to reflect the ex-ante uncertainty faced by economic agents. The most widely used volatility measure is the standard deviation of the original time series. This measure no doubt has some merit given that the future values of a se...
Guardado en:
| Autores principales: | Buzzi, Sergio Martín, Arrufat, José Luis |
|---|---|
| Formato: | conferenceObject |
| Lenguaje: | Inglés |
| Publicado: |
2021
|
| Materias: | |
| Acceso en línea: | http://hdl.handle.net/11086/20280 |
| Aporte de: |
Ejemplares similares
-
Ex-ante volatility measures based on agents' expectations. An application to Argentina's tems of trade
por: Buzzi, Sergio Martín, et al.
Publicado: (2021) -
Cointegration and rolling window cointegration analysis of a selected group of stock market indices
por: Buzzi, Sergio Martín, et al.
Publicado: (2022) -
Standard vs. expectation-based indices of TOT volatility in Argentina and other land-abundant countries
por: Arrufat, José Luis, et al.
Publicado: (2022) -
Modeling, deploying, and controlling volatile functionalities in web applications
por: Urbieta, M., et al. -
Modeling, deploying, and controlling volatile functionalities in web applications
Publicado: (2012)