最近随便写了下，共12个文件，明眼人一看就知道是什么了，随便拿去用吧。基于AR-GARCH,包括了正态布 高斯及student T copula 相关性的模拟算法

No	File Name	Description	Status
	Independent, unconditional variance
1	Sim_AR_Single_IIN.m	Single Asset, AR with  independent unconditional innovations (following normal distribution)	Complete
2	Sim_AR_Multip_IIN.m	Multiple Assets, AR with  independent unconditional innovations (following independent normal  distribution)	Complete
	Dependent, unconditional variance
3	Sim_AR_Multip_DIN_MN.m	Multiple Assets, AR with  dependent unconditional innovations (following multivariate normal  distribution)	Complete
4	Sim_AR_Multip_DIN_ST.m	Multiple Assets, AR with  dependent unconditional innovations (following multivariate Student t  distribution)	Complete
5	Sim_AR_Multip_DIN_Gau_copula.m	Multiple Assets, AR with  dependent unconditional innovations (following Gaussian copula)	Complete
6	Sim_AR_Multip_DIN_ST_copula.m	Multiple Assets, AR with  dependent unconditional innovations (following Student t copula)	Complete
	Independent, conditional variance
7	Sim_AR_Single_CIN.m	Single Asset, AR with  conditional innovations (GARCH P Q, residues   ~ normal distribution)	Complete
8	Sim_AR_Multip_CIN.m	Multiple Assets, AR with  conditional innovations (GARCH P Q, residues ~ independent normal  distribution)	Complete
	Dependent, conditional variance
9	Sim_AR_Multip_DCIN_MN.m	Multiple Assets, AR with  conditional innovations (GARCH P Q, residues ~ multivariate normal  distribution )	Complete
10	Sim_AR_Multip_DCIN_ST.m	Multiple Assets, AR with  conditional innovations (GARCH P Q, residues ~ multivariate Student t  distribution)	Complete
11	Sim_AR_Multip_DCIN_Gau_copula.m	Multiple Assets, AR with  conditional innovations (GARCH P Q, residues ~ Gaussian copula)	Complete
12	Sim_AR_Multip_DCIN_ST_copula.m	Multiple Assets, AR with  conditional innovations (GARCH P Q, residues ~ Student t copula )	Complete