AL
Alexander Lange
3 packages
On CRAN since Dec 2016 (9 years) · last active 3 months ago
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Recent Activity
Multivariate Conditional Volatility Modelling and Forecasting
Multivariate Conditional Volatility Modelling and Forecasting
Data-Driven Identification of SVAR Models
Multivariate Conditional Volatility Modelling and Forecasting
Multivariate Conditional Volatility Modelling and Forecasting
Multivariate Conditional Volatility Modelling and Forecasting
Multivariate Conditional Volatility Modelling and Forecasting
Data-Driven Identification of SVAR Models
Multivariate Conditional Volatility Modelling and Forecasting
Multivariate Conditional Volatility Modelling and Forecasting
Maintained Packages
1 package
| Package | Version |
|---|---|
| svars | 1.3.12 |
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| BEKKs | 1.4.7 |
| optimization | 1.0-9 |