题如下

1.  compare volatility persistence for ARCH(1), ARCH(3) and GARCH(1,1) models.  

2.  compare return distributions for ARCH(1), ARCH(3) and GARCH(1,1) models, especially their degree of non-normality

NB:

A.  you should ensure the processes you simulate are comparable.  e.g. have the same mean and variance

B.  you should ensure you consider sufficiently general cases of the processes, e.g. you should ensure your findings are not sensitive to series length, parameter values, or specific initialisation of the random number generator in R

图我已经用R做了出来，我是实在不会比较，请高人帮忙，能qq联系我更好