CBOT Precios de Trigo– Modelo que permite detectar abnormalidades en precios 0.1
95th Percentile
95th percentile 0.08 0.06 0.04
Drought in Russia began + Locus in Australia
0.02 0 -0.02 -0.04 -0.06
Realized Return
-0.08
4/20/2010
11/23/2009
7/2/2009
2/9/2009
9/16/2008
4/24/2008
11/29/2007
7/10/2007
2/14/2007
9/20/2006
4/28/2006
12/2/2005
7/13/2005
2/17/2005
9/24/2004
5/3/2004
12/8/2003
7/17/2003
2/24/2003
9/27/2002
5/7/2002
12/10/2001
-0.1
Abnormalidades
Fuente: Martins-Filho, Martins-Filho Torero Torero, Yao (2010)
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