Leopoldo, Coronado Ramírez Semei; Jesús, Porras Serrano; … - In: Contaduría y Administración 58 (2013) 1, pp. 117-129
This paper uses the cross bicorrelation methodology, which can capture nonlinear trascendence periods through window functions and third-order moments. It applies to the return of four sets of commodities of coffee traded on the New York market (Arabica Colombian, mild Arabica, Arabica Brazilian...