copper futures market 铜期货市场
SHFE's copper futures price 沪铜期价
Copper Futures Price of Shanghai 沪铜期货价格
Getting rid of the switching regimes factors, the long memory feature of every phase series is reduced significantly. The FIGARCH model gives a better description and forecast of volatility in Chinese copper futures market.
通过研究,发现我国期铜市场存在全程长期记忆性;剔除结构转换因素后,序列的阶段长期记忆性有了显著地降低;期铜波动的FIGARCH模型具有更优的拟合效果和预测能力。
参考来源 - 中国期铜市场长期记忆性研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The incident has had little effect on Shanghai copper futures.
目前，事故对上海铜期货影响很小。
This paper is aiming at study the volatility and durative of the local and oversea copper futures market by the time series ARCH model.
本文主要利用金融时间序列arch模型研究国内外期铜市场的波动性及持续性。
The Shanghai stock market halved its gains to end up 1.17 percent, a four-week closing high, while copper futures rose in Shanghai and London.
上海股票市场平均收益率增加了1.17个百分点，创四周以来最高，同时伦敦和上海期货铜价格也在上涨。
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