how we generate from a student t distribution
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Dear all,
I have a variable u that follows a normal distribution N(0,λ_t*exp(h_t))
λ_t is a scaling factor and exp(h_t) is the volatility (see stochastic volatility models)
I want u to be generated from a student t distribution.
So I thought something like u=λ_t* trnd(7,1)
Am I right?
thanks
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