hi all,

I try to simulate a gram-charlier expansion density to do out-of-sample
prediction of GARCHSK. However I didn't find an efficient way to make this
simulation. Further more, when skewness and kurtosis vary each time a new
simulation of the conditional density is needed. Does anybody have solution
for this problem? Any suggestion is appreciated and thank you in advance.

Best,
Heng

	[[alternative HTML version deleted]]

