simulate volatility models(HAR,GRJ GARCH, levHAR, HEAVY)

I am trying to run a code in R (periodgram_analysis) but I have to simulate first some volatility models such as (HARmodel, levHARmodel,Heavy Model, HAR-G model, GJR GARCH model) in order to create the object periodgram in the file "periodgram_analysis" which works along with the file "[login to view URL]".

My request is to define this periodgram object so my code will work and actually get the table I want.

My final goal is to create the table 2 in page 15 of the pdf "volatilityextremes".

Matemáticas Mathlab y Mathematica Lenguaje de Programación R Análisis estadístico Estadísticas

Nº del proyecto: #16534678

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