what is the r code for simulating PowerGARCH,Threshold GARCH,and GJR GARCH
in order to capture heteroscedasticity,volatility clustering,etc,,so that i
can have simulation of mean part and simulation on innovation part.
thanks
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t;,lwd=3)
parent text file
Prob.txt <http://r.789695.n4.nabble.com/file/n4670394/Prob.txt>
###output graph
<http://r.789695.n4.nabble.com/file/n4670394/regression2606.png>
Thanks in advance.
Amon
akim...@vub.ac.be
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