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    • A GARCH tutorial with R 

      Perlin, Marcelo Scherer; Mastella, Mauro; Vancin, Daniel Francisco; Ramos, Henrique Pinto (2021) [Journal article]
      Context: modeling volatility is an advanced technique in financial econometrics, with several applications for academic research. Objective: in this tutorial paper, we will address the topic of volatility modeling in R. ...