求翻译：本文选取大连商品交易所黄大豆一号合约从2009年7月15号到2010年5月21号的数据，运用ARMA-GARCH模型对其合约价格的波动性进行测度，并对检测结果进行验证，就我国大豆期货市场是否存在到期效应进行实证研究，为投机者和套期保值者预测未来黄大豆一号合约价格走势提供帮助，更有助于他们的投资获利及套期保值。是什么意思？

This paper selects the Dalian Commodity Exchange soybean on the 1st contract from July 15, 2009 to May 21, 2010 the data, the use of the arma-garch model of its contract price volatility measure, verify and test results China's soybean futures market, the existence of the maturity effect, the empiri

This pick Dalian commodity exchange, a yellow soya beans from July 2009 to the Year 2010, 15, 21, 5, and use of the data model in GARCH ARMA - its the volatility of the prices of contracts to measure, and verify the results of the test, China's soybean futures market exists for effects due to empiri

This article selects the Dalian commodity exchange yellow soybean first contract from July, 2009 15 to May, 2010 21 data, carries on the measure using the ARM

This select Dalian merchandise Exchange yellow soybean first, contract from on July 15, 2009 to on May 21, 2010 of data, using ARMA-GARCH model on its contract price of fluctuations sexual for measure, and on detection results for validation, on in China soybean futures market is exists due effect f