节点文献
对上海期货交易所金属铜量价关系的实证分析
The Experimental Analysis of the Relationship between Quantity and Price of Copper of Shanghai Future Exchange
【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.
- 【文献出处】 统计研究 ,Statistical Research , 编辑部邮箱 ,2002年08期
- 【分类号】F724.5
- 【被引频次】95
- 【下载频次】823