| 禽流感背景下家禽市场价格波动特征的实证分析 |
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| 引用本文： | 陶贤良,蔡玲,张雅楠.禽流感背景下家禽市场价格波动特征的实证分析[J].现代畜牧兽医,2014(5):43-47. |
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| 作者姓名： | 陶贤良 蔡玲 张雅楠 |
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| 作者单位： | 江西师范大学财政金融学院,江西南昌330022 |
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| 基金项目： | 江西师范大学研究生创新基金项目“禽流感背景下我国家禽业发展的市场风险研究”（YJS2013016） |
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| 摘 要： | 本研究利用广义自回归条件异方差模型，分析了我国家禽市场价格波动的特点。结果表明，波动性对冲击具有非对称性效果，即负冲击所引起的波动要大于同等程度的正的冲击。同时禽流感引发的价格波动具有持续性，并且禽流感疫情出现后的家禽市场价格的波动明显要大于疫情出现前。
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| 关 键 词： | 禽流感 家禽市场 价格波动 |
The Volatility Character of Poultry Market under the Avian Flu Background |
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| Tao Xianliang,Cai Ling,Zhang Yanan.The Volatility Character of Poultry Market under the Avian Flu Background[J].Modern JOurnal of Animal Husbandry and Veterinary Medicine,2014(5):43-47. |
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| Authors: | Tao Xianliang Cai Ling Zhang Yanan |
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| Institution: | (College of finance, Jiangxi Normal University, Nanchang Jiangxi 330022) |
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| Abstract: | By using generalized autoregressive conditional heteroskedasticity model, this re-search analysis the volatility characterisitics of China’s poultry market. The results showed that the volatility responds asymmetrically to positive and negative shocks, that is, negative shocks caused more volatility than positive shocks at the same magnitude. And the avian flu had a long term influence on the price volatility. Furthermore, the value of conditional heteroscedasticity had increased since the avian flu occured. |
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| Keywords: | Avian flu Poultry market Price volatility |
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