Empirical Research on the Price Volatility of the Strong Gluten Wheat Future Market

摘要：

This article chooses the strong gluten wheat future for the objection of the research., the aim is studying the volatility and durative of the local strong gluten wheat futures market by the time series ARCH model; through the use of fluctuation theory and heteroscedastic model, testing the strong gluten wheat future’s volatility effect, we can get a number of important conclusions.

关键词： Time Series the Volatility of Price ARCH Mode the Strong Gluten Wheat

作者: ZHANG Qiwen WANG Jinchao XING Yuanyuan

作者单位: School of Economics & Management, Northeast Agricultural University, P.R.China, 150030

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-6

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）