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 pri...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.展开更多
文摘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.
