Research on Price Volatility Characteristics of China Gold Market by Using R/S Analysis

摘要：

Analysis of price volatility characteristics of gold market has an important sense in the gold investors decision.The paper researches price volatility characteristics of China gold market by using R/s analysis method, and reaches the following conclusions:(1) There is a long-term dependence on gold price volatility. The historic information always affects the gold spot price.(2) The price volatility characteristics of China gold market have significant persistence, and the gold price presents successive rise or fail. (3) This long-term dependence will not exist after two months.

关键词： R/S analysis Gold market Price Volatility characteristics

作者: Weiya Zhao Xiutiaa Zheng

作者单位: School of Statistics and Mathematics Zhejiang Gongshang University Hangzhou, China Qianjiang College Hangzhou Normal University Hangzhou, China

会议类型: 国际会议

会议名称: The 10th International Conference on Intelligent Technologies(第十届智慧科技国际会议 InTech09)

会议地点: 桂林

会议语种:英文

页码: 279-282

在线出版日期: 2009-12-12（万方平台首次上网日期，不代表论文的发表时间）