ARGARCHSIM—Simulation of an AR mean/GARCH error process

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TomDoan
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Joined: Wed Nov 01, 2006 4:36 pm

ARGARCHSIM—Simulation of an AR mean/GARCH error process

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ARGARCHSIM.RPF is an example of simulation of a series with an autoregressive mean and GARCH error process.

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Last bumped by TomDoan on Sun Apr 14, 2024 8:51 am.
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