金融资产波动率建模在现代金融工程中具有重要地位，其应用涵盖风险管理、衍生品定价和投资组合优化等核心领域。本文着重探讨三种主流波动率建模方法：广义自回归条件异方差模型(GARCH)、Glosten-Jagannathan-Runkle-GARCH模型(GJR-GARCH)以及异质自回归模型(HAR)。

Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...