[R] Estimate garch model by GMM

[Osama Mostafa]

Dear Professors



Hope this e-mail find you well. I am currently doing my Masters in
statistics and econometrics and my thesis is about the Properties and
Estimation of Garch Models and their applications I need to know if it is
to possible to estimate Garch model by Generalized Method of Moments
<http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf>

 (GMM) method using R . and If it possible I need a example of it by coding



My sincere regards,

ossama

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