这一结论反映了钢材价格波动序列的分布特性
对钢材价格波动的异方差特性进行描述和模拟
基于t分布的模型模拟效果优于基于正态分布的模型
实证分析结果说明从价格波动序列峰度系数和平方价格波动序列自相关函数的描述来看
分析了国内钢材市场价格的分布特征
） Abstract： Steel is a special commodity; it’s an important strategic material
Each country attaches great importance to its price fluctuation, because the change will influence the economic development, even national security
Therefore, based on research of historic stage of steel price fluctuation, this article analyzed its distributive character by GARCH-t and GARCH-N models, showed that the model it’s price time series isn’t N distribution according to the conclusion that the stimulation based on t-distribution is better than N-distribution
Keywords： Steel price; GARCH model 下载PDF阅读器 PDF全文下载： 初稿 （ 250 ） 作者简介： 通信联系人： 【收录情况】 中国科技论文在线： 盛济川
基于GARCH模型的国内钢材价格波动性分析[EB/OL]
