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本文通过对于白糖期货价格相关数据的分析,利用GARCH一族模型,得出其波动的规律性特征,验证了其具有的杠杆效应,从而针对白糖期货价格对于利空消息产生更为剧烈波动的反应提出相关建议。
By analyzing the data of the price of white sugar futures and using the GARCH family of models, this paper draws the regularity of its volatility and verifies its leverage effect, so as to provide a suggestion for the reaction of white sugar futures price to the more violent news of negative news Suggest.