The volatility clustering of stock prices is one of the most obvious characteristics of the stock market.
股票价格的频繁波动是股票市场最明显的特征之一。
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。
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