[R] GARCH SIMULATION

From: SUMANTA BASAK <r_econometrics_at_yahoo.co.in>
Date: Mon 08 May 2006 - 19:01:48 EST


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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