Empirical Research on the Price Volatility of the Strong Gluten Wheat Future Market

摘要

This article chooses the strong gluten wheat future for the objection of the research., the aim is studying the volatility and durative of the local strong gluten wheat futures market by the time series ARCH model; through the use of fluctuation theory and heteroscedastic model, testing the strong gluten wheat future’s volatility effect, we can get a number of important conclusions.