 Usage:  y = genarch(a, b, n)  

 

 Input:



  a                      (q+1)-vector of constant and ARCH parameters 

                         

  b                      p-vector of GARCH parameters 

                         

  n                      scalar, length of output process 

                         

 Output:



  y                      n-vector, the GARCH process 

                         

  s2                     n-vector, the volatility process 

                         

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(C) MD*TECH Method and Data Technologies, 21.9.2000

