GARCHMVSIMULATE—Simulation of a multivariate GARCH model

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TomDoan
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GARCHMVSIMULATE—Simulation of a multivariate GARCH model

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GARCHMVSIMULATE.RPF is an example of simulation of a set of series governed by a (mean zero) multivariate GARCH process (DVECH).

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Last bumped by TomDoan on Sun Oct 08, 2023 4:31 pm.
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