Through the analysis of copper time series' characteristics, we found that copper yield rate time series had peak fat-tail characteristic, volatility clustering characteristic and obvious ARCH effect.
通过对沪铜收益率时间序列特征的分析发现，沪铜收益率时间序列存在尖峰厚尾性和波动集群性，并具有明显的ARCH效应。
International copper prices fluctuate greatly. In this context, the study of China's copper futures yield rate volatility has important practical significance.
在此背景下，研究我国铜期货收益率的波动性具有重要的现实意义。
International copper prices fluctuate greatly. In this context, the study of China's copper futures yield rate volatility has important practical significance.
在此背景下，研究我国铜期货收益率的波动性具有重要的现实意义。
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