garchsim + Urgent
in [Matlab]
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From: Vaibhav Sharma on 16 Jun 2010 11:38 What exactly garchsim do ? It simulates but what exactly simulation is ? What is the practical information we get of the data we get from garchsim ?
From: Wayne King on 16 Jun 2010 12:03 "Vaibhav Sharma" <vaebhav9(a)gmail.com> wrote in message <hvar4s$7h3$1(a)fred.mathworks.com>... > What exactly garchsim do ? It simulates but what exactly simulation is ? > What is the practical information we get of the data we get from garchsim ? Hi Vaibhav, Have you worked through the "Example Workflow" in the Econometrics Toolbox User's Guide? Wayne
From: Vaibhav Sharma on 18 Jun 2010 02:35 "Wayne King" <wmkingty(a)gmail.com> wrote in message <hvasjo$c5i$1(a)fred.mathworks.com>... > "Vaibhav Sharma" <vaebhav9(a)gmail.com> wrote in message <hvar4s$7h3$1(a)fred.mathworks.com>... > > What exactly garchsim do ? It simulates but what exactly simulation is ? > > What is the practical information we get of the data we get from garchsim ? > > Hi Vaibhav, Have you worked through the "Example Workflow" in the Econometrics Toolbox User's Guide? > > Wayne Dear Wayne, I have been through the Example Workflow but I am facing problem in the basics. It says that it smulates one or more paths. But What exactly simulates mean. And what is the practical implication of it. What inference should I retrieve from the data i got from garchsim
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