Calculate EWMA covariances and correlations in R
<p>Do you know where, in which package, I can find cov.EWMA and/or covEWMA funtion used in <a href="http://faculty.washington.edu/ezivot/econ589/econ589multivariateGarch.r" rel="nofollow">http://faculty.washington.edu/ezivot/econ589/econ589multivariateGarch.r</a> for R?</p>

<p>Thank you.</p>