Abstract
In order to research on information applied technology with analysis the fluctuations of supply quantity, volume of trade, failed auction rate and price series in auction market, analysis the data from Kunming flowers auction market. The series have autoregressive conditional heteroscedasticity (ARCH) effect. Generalized autoregressive conditional heteroscedasticity (GARCH) model with normal distribution fits yield series, and EGARCH with General Error Distribution (GED) fits supply quantity and volume of trade change rate. EGARCH (1.1) with normal distribution fits change rate of failed auction rate. These results provide basis for forecasting change rate of supply quantity, volume of trade, failed auction rate and price in market.
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