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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Xin Hou Pengjun Dai |
| Copyright Year | 2013 |
| Description | Author affiliation: Coll. of Econ. Manage., Shenyang Agric. Univ., Shenyang, China (Xin Hou; Pengjun Dai) |
| Abstract | This paper studied the fluctuation characteristics of the yield rate of stocks of Chinese listed companies in the agricultural sector through empirical analysis. 36 listed agricultural industrialization companies in the main board market of Shanghai Stock Exchange are taken as samples for data collection, and descriptive statistics, modeling and ARCH test method are applied to describe the fluctuation characteristics of the yield rate of stocks of the listed companies in the agricultural sector. Finally, it is found that the yield rate of stocks of listed agricultural companies is characterized by sharp peak and fat tail in the yield curve, heteroscedasticity, continuity in fluctuation, asymmetry, as well as ARCH effect. |
| Starting Page | 596 |
| Ending Page | 600 |
| File Size | 113327 |
| Page Count | 5 |
| File Format | |
| ISBN | 9781479939855 |
| e-ISBN | 9781479902453 |
| DOI | 10.1109/ICIII.2013.6703007 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2013-11-23 |
| Publisher Place | China |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | ARCH model Fluctuations Correlation Companies yield rate of stocks Agriculture listed agricultural companies Indexes Mathematical model Stock markets fluctuation |
| Content Type | Text |
| Resource Type | Article |
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