Name of Quantlet: XFGmvol04

Published in: Applied Quantitative Finance (3rd Edition)

Description: Uses the estimated parameters from XFGmvol02 to simulate two

Keywords: bigarch, BEKK, simulation, ex-ante, forecast, zero interaction,

See also: XFGmvol02

Author: Matthias R. Fengler, Helmut Herwartz, Fabian H.C. Raters

Datafile: fxdata.dat, estimates.dat, sigmaest.dat

Output: successfig.png