Estimate garch model by GMM
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