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04_GARCH_EWMA.R
04_GARCH_estimation.R
04_GARCH_simulation.R
README

README

### R Scripts for Chapter 4

04_GARCH_simulation.R
   Simulation of univariate GARCH models
04_GARCH_models.R
   Estimation of univariate GARCH models
04_GARCH_EWMA.R
   Implementation of EWMA volatility estimation and comparison with GARCH