ajdmom.mdl_svij.cond2_mom

Conditional Moments for the SVIJ model, given \(v_0\) and the realized jumps in the variance.

Functions

m(l, par)	conditional moment in scalar
moment_y(l)
moments_y_to(l)	conditional moments of \(y_t\) of orders \(0:l\)
poly2num(poly, par)	Decode poly back to scalar