Monte Carlo simulation of conditional variance models

simulates conditional variance paths with additional options specified by one or
more `V`

= simulate(`Mdl`

,`numObs`

,`Name,Value`

)`Name,Value`

pair arguments. For example, you can generate
multiple sample paths or specify presample innovation paths.

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[2] Bollerslev, T. “A Conditionally Heteroskedastic Time Series Model for
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[3] Box, G. E. P., G. M. Jenkins, and G. C. Reinsel. *Time Series
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[7] Hamilton, J. D. *Time Series Analysis*. Princeton, NJ:
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[8] Nelson, D. B. “Conditional Heteroskedasticity in Asset Returns: A New
Approach.” *Econometrica*. Vol. 59, 1991, pp.
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