[R] GARCH SIMULATION

SUMANTA BASAK r_econometrics at yahoo.co.in
Mon May 8 11:01:48 CEST 2006


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.




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