At the same time, to the volatility of copperyield rates characteristics, two types of models came to the same empirical results.
同时,对沪铜收益率的波动性特征,两类模型得出了相同的实证结果。
2
Through the analysis of copper time series' characteristics, we found that copperyield rate time series had peak fat-tail characteristic, volatility clustering characteristic and obvious ARCH effect.