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GARCH Model for estimating volatility on financial market and its application in quantitative risk management

I need a person who can write a small (25-30 Pages) thesis paper on the above topic.
For this , helpful reading materials and books are as under:
1. Tsay (2010): Analysis of Financial Time Series, 3rd Edition. Wiley.
2. McNeil et al. (2015). Quantitative Risk Management: Concepts, Techniques and Tools Revised Edition
3. The original publications of Engle (1982) and Bollerslev (1986).
4. Further important literature

Helpful guideline to writing is attached, please look into it also. For data collection purposes R software tool must be used , which is free to download. Mostly the paper has to cover your understanding of GARCH and quatitative risk management, some data analysis and findings using R, thats it. For any further questions or confusions feel free to ask
Thanks
Maximum I can pay 150$

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