Time Series Analysis of Grain Futures Prices: Comparison of Short Term Forecasting

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...

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Bibliographic Details
Main Authors:	Chin-Dee Wong, 翁靖迪
Other Authors:	Yu-Hui Chen
Format:	Others
Language:	zh-TW
Published:	2008
Online Access:	http://ndltd.ncl.edu.tw/handle/36706069247035802220

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