统计研究 ›› 2002, Vol. 19 ›› Issue (8): 71-72.
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华仁海, 仲伟俊
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HUA Ren-Hai, ZHONG Wei-Jun
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Abstract: In this paper, we examine the relation between volume and price variability in copper futures in SHFE with GARCH(1,1) model, and the empirical evidence presented shows that a positive relationship is detected between price variability and volume, and there is a persistency in volatility.
华仁海, 仲伟俊. 对上海期货交易所金属铜量价关系的实证分析[J]. 统计研究, 2002, 19(8): 71-72.
HUA Ren-Hai, ZHONG Wei-Jun. The Experimental Analysis of the Relationship between Quality and Price of Copper of Shanghai Future Exchange[J]. , 2002, 19(8): 71-72.
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https://tjyj.stats.gov.cn/CN/Y2002/V19/I8/71
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