[R-SIG-Finance] WTLE GARCH models

[Andrea Sestu]

Dear Sir / Madam,
in my master degree thesis I'd like to compare Weighted Trimmed Likelihood Estimation (WTLE) for GARCH models with other models (the ones proposed by Muler and Yohai (2008) "Robust estimates for GARCH models" and the one by Charles and Darne (2005) "Outliers and garch models in financial data."). 
These computations were already made by Chalabi (2012) "New Directions in Statistical Distributions, Parametric Modeling and Portfolio Selection" and by Chalabi and Wuertz (2012) "Robust estimation with the weighted trimmed likelihood estimator". Is there any way to have / implement the R code / script used in those works? Any little help is highly appreciated.
Kind Regards,
Andrea 
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