| 金属期货价格的时间序列分析 |
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| 引用本文： | 吴冲锋,何勇.金属期货价格的时间序列分析[J].上海交通大学学报,1995(Z1). |
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| 作者姓名： | 吴冲锋 何勇 |
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| 基金项目： | 上海市科研启明星计划,国家自然科学基金 |
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| 摘 要： | 提出了把交易量这个价格先行指标直接引入价格以形成较有效的加权成交价格，然后采用上海金属交易所铜１＃的样本数据，通过Ｂｏｘ－Ｃｏｘ变换来构造新的对数时间序列，最后通过非线性回归处理获得价格趋势及不同振荡周期，并作了简单的讨论和分析．
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| 关 键 词： | 期货，价格，时间序列分析 |
Time-Series Analysis on Metal Futures Price |
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| Wu Chongfeng, He Yong.Time-Series Analysis on Metal Futures Price[J].Journal of Shanghai Jiaotong University,1995(Z1). |
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| Authors: | Wu Chongfeng He Yong |
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| Institution: | Wu Chongfeng; He Yong |
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| Abstract: | In this paper, efective price is expressed by combining transaction quantity with futures price. Next, basee on the price data of copper 1# in SHME. time-series model is obtained by Box-Cox transfer and curvilinear regression, and the price trend and period fluctuation are discussed. |
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| Keywords: | futures price time-series analysis |
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