Displaying 1 result from an estimated 1 matches for "tp4277917p22482421".
2006 May 08
3
GARCH SIMULATION
Hi All,
I,m trying to do a GARCH simulation in R 2.3.0 release
in Windows XP. I've seen garchsim function but that is
for garch (1,1) and ?garch gives an example for ARCH
simulation. Can anyone help me how can i extend the
help shown in ?garch to GARCH simulation? Please help
me in this regard.
Thanks,
Sumanta Basak.