R help - Mar 2019 - simulation of PowerGARCH,Threshold GARCH,and GJR GARCH

what is the r code for  simulating PowerGARCH,Threshold GARCH,and GJR GARCH
in order to capture heteroscedasticity,volatility clustering,etc,,so that i
can have simulation of mean part and simulation on innovation part.
thanks

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Doing a web search on
R CRAN GJR GARCH
brought up the rugarch package. The models you mentioned are discussed in
the documentation to that package

https://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf




On Mon, Mar 25, 2019 at 2:06 PM Amon kiregu <amonkiregu at gmail.com>
wrote:
> what is the r code for  simulating PowerGARCH,Threshold GARCH,and GJR GARCH
> in order to capture heteroscedasticity,volatility clustering,etc,,so that i
> can have simulation of mean part and simulation on innovation part.
> thanks
>
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>
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