The non-linear theory has been playing an important role in describing volatility of financial time series.
非线性理论在刻画金融时间序列的波动方面有着非常重要的作用。
2
It is also found that Shanghai copper futures exist one aperiodic length of circulation, and the length is 510 days. This further proves that the volatility of futures prices is non-randomness.
同时发现，沪铜期货存在着一个大约510天的非周期循环长度，进一步证明期货市场价格波动的非随机性。
3
As pointed out below, the danger of non-fulfillment of their implicit claims rises with the cash flow and earnings volatility of the firm.