沪深股市相似的结构和监管环境使得两市的收益率和波动性之间具有相互作用和影响。
The Shanghai and Shenzhen Stock markets share similar structures and regulatory environments, so there are interaction and influences of returns and volatility between the two market.
结果表明，深证成指周收益率序列的波动性可以用GARCH模型进行很好的拟合。
The results show that the GARCH model can be a good fit to the weekly return series of Shenzhen Stock Index.
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。
At the same time, to the volatility of copper yield rates characteristics, two types of models came to the same empirical results.
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