[R] Jump diffusion GARCH modelling/simulation in R ?

Neil Osborne r_stuff_online at hotmail.com
Sat May 11 05:01:02 CEST 2002

Hi All,

Is there an R package for simulating a GARCH process (preferrably with jump 
diffusion). ?
Can such a process be modelled by an R package out there ... ?

Many thanks


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