基于R软件的金融资产收益波动率建模分析

Modeling and Analyzing the Financial Asset Volatility Based on the R Project

金融资产收益波动率是金融计量分析的核心议题，该文考虑对其建模分析的计算机实现问题。利用R软件的强大计算与绘图功能，给出金融资产收益波动率各个模型的模拟实现以及对实际金融市场数据的各种建模分析。

The volatility of financial asset return is a core issue of the financial econometric analysis. This paper considers the im-plementation of modeling the volatility based on computer. We simulate some models about the volatility and set models using the real market data by the powerful drawing and calculating capabilities of the R project.