Hi EveryoneMy colleagues and I at XLRI - Xavier School of Management, a top
b-school in India, are organizing an international conference, Global Banking
and Finance Conference, on February 05-07, 2026, in Delhi-NCR, India. The
Keynote speakers include Prof. Marcin Kacperczyk, Prof. John H Cochrane, and
Prof. Vikas Agarwal, among others. In addition to empirical and theoretical
papers in various areas of finance, we encourage presentations that utilise
open-source programming languages as primary tools for financial model
development and research. Developers of new financial packages are also welcome
to present their work.
The submissions are open till November 15, 2025 at this link -
https://editorialexpress.com/conference/GBFC2026/. Please visit the conference
website here for further details.
We look forward to receiving your submissions.
Regards,Pankaj K Agarwal
+91-98397-11444http://in.linkedin.com/in/pankajkagarwal/
On Wednesday 10 September, 2025 at 07:29:37 pm IST, Simon Rhodes
<[email protected]> wrote:
Hi,
I am using the following to simulate a multivariate GARCH model:
cgarchsim(model, n.sim = samples, n.start = 0, m.sim = simCount,
startMethod = "unconditional", only.density = TRUE)
But I seem to have an issue where the early draws from the simulation have
variances across multiple simulations that are different from the
unconditional variance, but meet the unconditional over time. As I
understand it, I can use the start parameter to burn-in draws, but I was
curious as to why the startMethod isn't sufficient.
Thanks,
Simon
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