"mvwindow" <- function(rt,win=30){
# rt: return series
# win: window size.
T=length(rt)
vol=rep(0,T)
if (win < (T+1)){
for (i in win:T){
ist=i-win+1
x=rt[ist:i]
v=var(x)
vol[i]=v
}
}
mvwindow<-list(volatility=vol)
}