Hey,
my name is Philipp and I am a statistical programmer and data scientist with background in quantitative finance. I would be interested helping you replicating the variance co-variance methods mentioned in the paper in R. I have extensive knowledge of R, as it is the main software I work with as a data scientist. Further, I do have generally good knowledge of both applied and theoretical statistics and own research experience in the field of finance.
Please contact me to discuss details in the chat.
PS: I do speak German fluently.
Philipp