CRAN/E | R Packages from Helmut Herwartz

Helmut Herwartz

Author of 2 R packages

Quick info

Helmut Herwartz has worked on 2 packages so far. In total, Helmut Herwartz has worked with 6 other authors on those packages. A true team player!

Packages overview

BEKKs
svars

Package details

BEKKs

Multivariate Conditional Volatility Modelling and Forecasting

Markus J. Fülle , Alexander Lange , Christian M. Hafner , Helmut Herwartz

svars

Data-Driven Identification of SVAR Models

Alexander Lange , Bernhard Dalheimer , Helmut Herwartz , Simone Maxand , Hannes Riebl

Colleagues

Markus J. Fülle
Alexander Lange
Christian M. Hafner
Bernhard Dalheimer
Simone Maxand
Hannes Riebl