Alexander Lange

University of Goettingen (Göttingen)

Platz der Gottinger Sieben 3

Gottingen, D-37073

Germany

  • University of Goettingen (Göttingen)

SCHOLARLY PAPERS

3

DOWNLOADS

209

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

BEKKs: An R Package for Estimation of Conditional Volatility of Multivariate Time Series

Number of pages: 35 Posted: 09 Dec 2022 Last Revised: 16 Dec 2022
Markus J. Fülle, Alexander Lange, Christian Hafner and Helmut Herwartz
University of Goettingen (Göttingen), University of Goettingen (Göttingen), Catholic University of Louvain (UCL) - School of Statistics and University of Goettingen (Göttingen)
Downloads 92 (426,728)

Abstract:

Loading...

BEKK Model, Multivariate GARCH, Leverage Effect, Value-At-Risk, Impulse Response Functions, R

2.

Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle

CEGE Discussion Paper 375- July 2019
Number of pages: 42 Posted: 12 Jul 2019
Helmut Herwartz, Alexander Lange and Simone Maxand
University of Goettingen (Göttingen), University of Goettingen (Göttingen) and Humboldt University of Berlin
Downloads 82 (457,534)
Citation 1

Abstract:

Loading...

independent components, heteroskedasticity, model selection, non-Gaussianity, structural shocks

3.

Quantifying the Consequences of Disturbances on Wood Revenues with Time Series Analyses

Number of pages: 51 Posted: 16 Feb 2022
Jasper M. Fuchs, Hilmar von Bodelschwingh, Alexander Lange, Carola Paul and Kai Husmann
University of Goettingen (Göttingen), affiliation not provided to SSRN, University of Goettingen (Göttingen), University of Goettingen (Göttingen) and University of Goettingen (Göttingen)
Downloads 35 (672,235)

Abstract:

Loading...

timber price fluctuation, wood market, wood assortments, Impulse Response Function, disturbance economics, extreme events