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我国中药材价格波动特征实证研究——以巴戟天白、前百、合等九种药材为例 被引量:8

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摘要 研究中药材价格的波动特征有助于稳定中药材价格、提高中医服务的可及性。本文运用四种ARCH类模型对百合、板蓝根等九种常用且交易量较大的中药材的价格序列数据进行了实证分析。结果表明:白前、百合等六种中药材价格序列存在异方差效应和集簇性;白前等五种药材的涨价信息引发的中药材价格波动程度要大于降价信息,而牡丹皮的情形则刚好相反。
出处 《价格理论与实践》 CSSCI 北大核心 2014年第7期69-71,共3页 Price:Theory & Practice
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