An Empirical Analysis of the Price Volatility Characteristics of China’s Soybean Futures Market Based on ARIMA-GJR-GARCH Model
As the main force in the futures market, agricultural product futures occupy an important position in the China’s market. Taking the representative soybean futures in Dalian Commodity Futures Market of China as the research object, the relationship between price fluctuation characteristics and tradi...
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| Auteurs principaux: | , , , , , |
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| Format: | article |
| Langue: | EN |
| Publié: |
Hindawi Limited
2021
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| Accès en ligne: | https://doaj.org/article/6a6395426c244922bdcfe3d337ce5d0b |
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