求翻译：本文利用沪深300指数和沪深300股指期货的日收益率数据研究了两者间的相关关系及相关结构。首先对收益率序列建立了边缘分布模型，发现GARCH(1,1)模型能更好的拟合数据，在此基础上进行Copula建模，通过实证结果表明：沪深300指数与股指期货之间变化趋势是基本一致的但相关程度不高，尾部相关程度比较低，表明沪深300指数波动对股指期货的影响不大。通过比较秩相关系数的拟合情况以及平方欧式距离的标准下，二元t-Copula模型能够更好的描述沪深300指数与沪深300股指期货日收益序列的相关结构。是什么意思？

In this paper, Shanghai and Shenzhen 300 Index and the Shanghai and Shenzhen 300 stock index futures daily return data examined the correlation between the two and related structures. First of all return series to establish the edge distribution model, found that GARCH (1,1) model to better fit the

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This article used the Shanghai deep 300 indices and Shanghai deep 300 refers to the stock the date returns ratio data to study both correlational dependence and the related structure.First has established the marginal distribution model to the returns ratio sequence, discovered GARCH(1,1) model can

This article uses the CSI 300 index and szse 300 index futures daily rate data research of the relationship between the two and related structures. First established a marginal distribution model for yield series found GARCH (1,1) model to better fit the data, based on the Copula model, through empi

This article uses the CSI 300 index and szse 300 index futures daily rate data research of the relationship between the two and related structures. First established a marginal distribution model for yield series found GARCH (1,1) model to better fit the data, based on the Copula model, through empi