R help - Jan 2011 - Bartlett HAC covariance matrix estimator

Dear everyone:

      I am doing a research on several stock markets. And I need to
construct an Bartlett HAC covariance matrix estimator for Sigma(Cov(Y0,Yj)),
j is from 0 to T. Can you tell me how to do it.
Your Sincerely!

               Nigel Gregory
               01/09/11

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