Browsing FCE - Congresos 2014 by Author "Arrufat, José Luis"
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Standard vs. expectation-based indices of TOT volatility in Argentina and other land-abundant countries
Arrufat, José Luis; Buzzi, Sergio Martín; Díaz Cafferata, Alberto M. (2014-11)We mean to improve upon a standing ambiguity in the meaning of "volatility", building an indicator that possesses desirable properties: it reflects unobserved ex ante uncertainty, makes reference to a time process, and ...