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我国玉米期货价格波动非对称性研究 被引量:5

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摘要 玉米期货在农产品期货交易中具有重要地位。研究玉米期货价格波动,对于促进我国玉米产业的健康发展具有重要意义。本文采用非对称GARCH模型实证研究我国玉米期货价格波动,结果表明:我国玉米期货价格波动具有非对称性。在此基础上,进一步探讨了我国玉米期货价格波动非对称效应产生的原因,提出加强对期货市场中小投资者的教育和大力发展机构投资者的建议。
作者 刘大鹏
出处 《价格理论与实践》 CSSCI 北大核心 2013年第1期79-80,共2页 Price:Theory & Practice
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