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中国农学通报

中国农学通报 ›› 2012, Vol. 28 ›› Issue (20): 210-214.doi: 10.11924/j.issn.1000-6850.2012-0503

• 三农问题研究 • 上一篇    下一篇

基于ARCH类模型的中国农资价格波动特征分析

黄文彪 徐学荣 郑思宁   

  • 收稿日期:2012-02-20 修回日期:2012-03-16 出版日期:2012-07-15 发布日期:2012-07-15
  • 基金资助:

    福建省科技厅“软科学的方法选择与应用”

The research on the prices of agricultural production fluctuation features based on the ARCH model

  • Received:2012-02-20 Revised:2012-03-16 Online:2012-07-15 Published:2012-07-15

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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。

关键词: 真空浸糖, 真空浸糖

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 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.