Welcome to Chinese Agricultural Science Bulletin,

Chinese Agricultural Science Bulletin ›› 2012, Vol. 28 ›› Issue (20): 210-214.doi: 10.11924/j.issn.1000-6850.2012-0503

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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

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.