Browsing by Author "Alvaro Polack, Dennis Leonardo"
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Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.
Alvaro Polack, Dennis Leonardo; Guillén Longa, Ángel (Pontificia Universidad Católica del PerúPE, 2015-11-02)The volatility of commodities prices such as oil or minerals is an important issue for small and open economies that depends on raw materials. For example, in many countries of Latin America, the volatility of commodities ...