Browsing FCE - Congresos 2017 by Author "Arrufat, José Luis"
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Ex-ante volatility measures based on agents' expectations. An application to Argentina's tems of trade
Buzzi, Sergio Martín; Arrufat, José Luis (2017-10)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 ...