Description Usage Arguments Value Examples

Estimates volatility of a return series by means of an exponentially weighted moving average.

1 | ```
ewma(x, lambda = 0.94)
``` |

`x` |
a numeric vector of asset returns |

`lambda` |
decay factor for the calculation of weights; default is |

Returns a numerical vector `vol`

that contains the computed
volatility.

1 2 3 4 5 6 7 |

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