Sentana and Wadhwani model in R

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Sentana and Wadhwani model in R

AUGUSTO COSTA
Hi,

I am trying to implement the Sentana and Wadhwani (1992) model for feedback
trading in R. Is there any related model already implemented, either in
rugarch or in fGarch packages?
Thanks in advance.
Best Regards,
Augusto Costa



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