中文摘要：

探索中国大米市场价格短期波动态势及周期性特征,以期为稳定农民的市场预期,提高其生产积极性提供参考.在对国内外大米市场价格波动分析的基础上,以2006年1月-2010年12月的中国大米市场价格周指数为样本,采用TARCH类模型,分析了中国大米市场价格的周期性特征.研究结果表明：中国大米市场价格具有显著的ARCH效应,其波动具有集簇性、非对称性、记忆性和持续性.提出政策建议：政府和相关主体可根据大米市场价格波动的特点,有针对性地对下期的大米市场价格进行预测,密切关注价格上行趋势,采取相应措施减缓中国大米市场价格短期剧烈波动.

英文摘要：

Abstract The purpose of this study is to explore the short-term fluctuation trend of rice price in China＇s rice market so as to stabilize farmer＇s market prediction and improve farmer＇s enthusiasm on production. Based on domestic and international price fluctuation of rice market, this paper uses TARCH model to analyze the periodic charateristics of China＇s rice market price based on the domestic price data from 2006 to 2012. The result shows that rice market price has significant ARCH effect, and its fluctua- tion has clustered, asymmetric, memorial and sustainable features. Therefore, this paper proposes several policy suggestions, the government and related policy makers should make use of the characteristics of price fluctuation of rice market to predict next-term price of rice market. And the upward trend of rice market price should be monitored closely,and measures should be taken to stabilize the rice price fluctu- ation.