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。
参考来源 - 沪铜收益率波动性实证研究·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
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