Time Series Analysis of Grain Futures Prices: Comparison of Short Term Forecasting
碩士 === 國立臺灣大學 === 農業經濟學研究所 === 96 === The purpose of this thesis aims to establish short-term forecasting models for the futures prices of grains. ARMA-GARCH, level VAR, and differenced VAR model models are chosen here to analyze the dynamic interactions among wheat, soybeans and Corn traded in Chic...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/36706069247035802220 |