Estimate parameters for the EWMA and GARCH(1,1) model on the euro- USD exchange rate data between July

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Estimate parameters for the EWMA and GARCH(1,1) model on the euro-

USD exchange rate data between July 27, 2005, and July 27, 2010. This data can be found on the author’s website:

www.rotman.utoronto.ca/∼hull/data AppendixLO1

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