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.
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。
This paper is aiming at study the volatility and durative of the local and oversea copper futures market by the time series ARCH model.
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