rate time造句怎么写

Based on this we simulate the volatility features of the two kinds of yield rate time series and analyze their fitting results using the stochastic volatility models.

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.

This paper analyzes the statistical features of the Shanghai and Shenzhen 300 Index yield rate time series from two aspects which include low frequency data and high frequency data.