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garchsim
2012 May 18
3
look at the underlying source code
hi
someone can show me how can i get the source code of a function. Is a S4
class or Method. (I'm not an expert in R environment)
Exactly, Function "ugarchsim" from library (rugarch).
I need to know (in detailed ) how the variance and mean ecuation of a
arma/garch process are calculated.
With other packages like "fGarch" i used to invoked the function debug ()
and allows