The Application of R Software in the Calculation of Volatility
With rapid development of the economy, change has become the essential nature and the most important feature of the financial markets.So the position of volatility is second to none, it can reflect changes of indicators in the financial market. Of course, volatility calculation is very complicated. Volatility calculation of the real issues often rely on computer software.R software is powerful statistical software package which developed rapidly these years.It is a free and open source software and belongs to the GNU system.This paper studies how to use R software programming to implement the calculation of volatility, combined with examples for authentication, and then analyze the result and forercast.The study has shown that R software can quickly and easily complete the calculation of volatility with high accuracy, which has positive sense for the sensitive market.Also,the study demonstrated the usefulness of R software.It has obvious advantages in data processing and computing.
Key words: R Software; Volatility; Financial Simulation
- There are currently no refbacks.
If you have already registered in Journal A and plan to submit article(s) to Journal B, please click the CATEGORIES, or JOURNALS A-Z on the right side of the "HOME".
We only use three mailboxes as follows to deal with issues about paper acceptance, payment and submission of electronic versions of our journals to databases:
firstname.lastname@example.org; email@example.com; firstname.lastname@example.org
Copyright © 2010 Canadian Research & Development Centre of Sciences and Cultures
Address: 730, 77e AV, Laval, Quebec, H7V 4A8, Canada
Telephone: 1-514-558 6138