中国渔业经济2016，Vol.34Issue(2)：53-60,8.
中国水产品市场价格波动特征研究
The price fluctuant characteristics research on China's aquatic products market
王威巍 1梁鸽峰 1孙琛1
作者信息
- 1. 上海海洋大学 经济管理学院，上海 201306
- 折叠
摘要
Abstract
Based on monthly time series data from October 2004 to December 2013, this article uses the autoregressive conditional heteroscedastic model to analyze the price fluctuations of aquatic products market in China. Researches find that: China's aquatic products market price has obvious cluster; Aquatic products market price fluctuations in China was affected by the earlier fluctuations more than the impact from external influences; Aquatic products market in China does not embody the characteristics of “higher risk, higher reward”, and aquatic products market price volatility exists leverage effect, when “good news” come, the volatility of market price of aquatic products will reduce.关键词
ARCH模型/价格波动/水产品Key words
ARCH model/price fluctuation/aquatic products分类
管理科学引用本文复制引用
王威巍,梁鸽峰,孙琛..中国水产品市场价格波动特征研究[J].中国渔业经济,2016,34(2):53-60,8.
