| 基于ARCH类模型的中国农资价格波动特征分析 |
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| 引用本文： | 黄文彪 徐学荣 郑思宁. 基于ARCH类模型的中国农资价格波动特征分析[J]. 中国农学通报, 2012, 28(20): 210-214. DOI: 10.11924/j.issn.1000-6850.2012-0503 |
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| 作者姓名： | 黄文彪 徐学荣 郑思宁 |
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| 作者单位： | 福建农林大学经济与管理学院,福州,350002 |
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| 基金项目： | 福建省科技厅资助项目“软科学的方法选择与应用”（2009R0007） |
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| 摘 要： | 运用ARCH族模型对中国农资价格波动特征进行分析。主要研究结果包括：农资价格波动存在明显的聚集性和长期记忆性；农资市场不存在所谓的高风险高回报和非对称效应。据此建议：加强政府对农资价格的宏观调控，完善农资市场体系建设和深化农资储备制度。
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| 关 键 词： | 真空浸糖 真空浸糖 |
| 收稿时间： | 2012-02-20 |
| 修稿时间： | 2012-03-16 |
The research on the prices of agricultural production fluctuation features based on the ARCH model |
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| Huang Wenbiao , Xu Xuerong , Zheng Sining. The research on the prices of agricultural production fluctuation features based on the ARCH model[J]. Chinese Agricultural Science Bulletin, 2012, 28(20): 210-214. DOI: 10.11924/j.issn.1000-6850.2012-0503 |
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| Authors: | Huang Wenbiao Xu Xuerong Zheng Sining |
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| Affiliation: | (College of Economics and Management, Fujian Agriculture and Forestry University, Fuzhou 350002) |
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| Abstract: | By using of ARCH models, this article has analyze the fluctuation features of the prices of agricultural production. The conclusion include： the prices of agricultural production has long memory in volatility in features; the market does not exist the high-risk high-return and non-symmetrical effect. Accordingly recommendations： enhance the government regulation and control, improve the market system and deepen reserve system. |
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| Keywords: | prices of agricultural production fluctuation characteristics ARCH model |
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