EGARCHSIMULATE—Simulation of EGARCH model

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

EGARCHSIMULATE—Simulation of EGARCH model

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EGARCHSIMULATE.RPF is an example of simulating an EGARCH model for forecasting variance out-of-sample and/or producing a random sample from it.

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Last bumped by TomDoan on Wed Jul 31, 2024 7:28 am.
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