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Complexity
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2021
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Article
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Tab 3
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Research Article
Price Risk Measurement of China’s Soybean Futures Market Based on the VAR-GJR-GARCH Model
Table 3
ARCH-LM test results of residual series.
Lags (
)
Chi
2
df
Prob > chi
2
1
24.996
1
≤0.0000
2
25.293
2
≤0.0000
3
26.459
3
≤0.0000
4
26.457
4
≤0.0000
5
28.198
5
≤0.0000