Price Conducting Models in Industrial Chain and Its Empirical Analysis
Industrial chain is a kind of vertical organization formed by business relationship of same products in the markets. The same products’ price in different sectors of the industrial chain is linked by each other. In the meanwhile, price waving along with industrial chain up and down has some regularity. In the paper, we make qualitative analysis about how the price waves along with industrial chain and point out the damping characteristic of price waving along with industrial chain from up to down. We also make experimental analysis about agglomeration and non-symmetry of price waving. The results are useful to recognize how price waves along with industrial chain.
Industrial Chain Price Conduction Damping Characteristic ARCH Models
HUANG Shoukun HAO Hongying
Department of Statistics and Mathematics of Shandong Finance College, JiNan, P.R.China, 250014
国际会议
2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)
青岛
英文
1-7
2009-07-25（万方平台首次上网日期，不代表论文的发表时间）