[R-sig-finance] some doubts in garch models

[Ricardo Zambrano Aguilera]

Hi everyone i need some help , and a have a few questions....


i´m looking for an alghoritm to simulate garch process, (especially garch(1,1))
somebody can help me??


i need to know if our software has the Lagrange multiplier test of Engle to test for conditional heteroscedasticity??
saludos
ricardo

i need to Extract Standardized Residuals from a garch model, to test all the properties...it´necessary or i commit a mistake, because it´s already standarized?? 


to get the data into (for analize...) garch process, always their Kurtosis must be larger than 3??

thxs


greetings 
ricardo zambrano (ricardo.zambrano at corpbanca.cl)