[R] GARCH SIMULATION

[Spencer Graves]

	  Have you tried the following:

 > RSiteSearch("garch simulation")
A search query has been submitted to http://search.r-project.org
The results page should open in your browser shortly
 > RSiteSearch("garch", "functions")

	  These provide over 20 hits each, some of which seem relevant to your 
question.  One respondent noted that this kind of thing is not hard to 
simulate in a for loop.

	  hope this helps.
	  Spencer Graves

SUMANTA BASAK wrote:
> 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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