本书内容如下为例：

We report on concepts and methods to implement the family of ARMA models with
GARCH/APARCH errors introduced by Ding, Granger and Engle. The software implementation
is written in S and optimization of the constrained log-likelihood function is
achieved with the help of a SQP solver. The implementation is tested with Bollerslev’s
GARCH(1,1) model applied to the DEMGBP foreign exchange rate data set given by
Bollerslev and Ghysels. The results are compared with the benchmark implementation
of Fiorentini, Calzolari and Panattoni. In addition the MA(1)-APARCH(1,1) model for
the SP500 stock market index analyzed by Ding, Granger and Engle is reestimated and
compared with results obtained from the Ox/G@RCH and SPlus/Finmetrics software
packages. The software is part of the Rmetrics open source project for computational
finance and financial engineering. Implementations are available for both software environments,
R and SPlus.