Rutger-Jan Lange
Cited by
Cited by
Volatility Modeling with a Generalized t Distribution
A Harvey, RJ Lange
Journal of Time Series Analysis 38 (2), 175-190, 2017
Modeling the Interactions between Volatility and Returns using EGARCH‐M
A Harvey, RJ Lange
Journal of Time Series Analysis 39 (6), 909-919, 2018
Can Google search data help predict macroeconomic series?
RF Niesert, JA Oorschot, CP Veldhuisen, K Brons, RJ Lange
International Journal of Forecasting 36 (3), 1163-1172, 2020
Potential theory, path integrals and the Laplacian of the indicator
RJ Lange
Journal of High Energy Physics 2012 (11), 1-46, 2012
Distribution theory for Schrödinger’s integral equation
RJ Lange
Journal of Mathematical Physics 56 (12), 2015
Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times
RJ Lange, D Ralph, K Store
Journal of Financial and Quantitative Analysis, 2019
In case of innovation: Academic phraseology in the Three Circles
A Edwards, RJ Lange
International Journal of Learner Corpus Research 2 (2), 252-277, 2016
When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence
M Atkinson, M Kress, RJ Lange
Operations Research 64 (2), 315-328, 2016
Score-driven systemic risk signaling for european sovereign bond yields and cds spreads
RJ Lange, A Lucas, A Siegmann
Systemic Risk Tomography, 129-150, 2017
Systems innovation, inertia and pliability: A mathematical exploration with implications for climate change abatement
M Grubb, J Mercure, P Salas, R Lange, I Sognnaes
University of Cambridge, 2018
Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming
RJ Lange, CN Teulings
Journal of Economic Theory 215, 105776, 2024
Bellman filtering and smoothing for state–space models
RJ Lange
Journal of Econometrics 238 (2), 105632, 2024
Robust Observation-Driven Models Using Proximal-Parameter Updates
RJ Lange, B van Os, DJC van Dijk
Available at SSRN 4227958, 2022
The option value of vacant land and the optimal timing of city extensions
RJ Lange, CN Teulings
Tinbergen Institute Discussion Paper 2018-033/III, 2018
Brownian motion and multidimensional decision making
RJ Lange
University of Cambridge, 2012
Dynamic determinants of optimal global climate policy
M Grubb, RJ Lange, N Cerkez, P Salas, I Sognnaes
Tinbergen Institute Discussion Paper 2020-083/VI, 2022
Solving penalised American options for jump diffusions using the POST algorithm
JC Hessing, RJ Lange, D Ralph
Tinbergen Institute Discussion Paper 2022-003/IV, 2022
Cost-benefit analysis of climate action in adaptive economic systems: a technology production and supply chain perspective
P Salas, JF Mercure, RJ Lange, M Grubb
Energy Security, Technology and Sustainability Challenges Across the Globe …, 2015
Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process
JC Hessing, RJ Lange
Piek in volatiliteit laat zien dat groot deel daling aandelenkoersen tijdelijk is
B van der Kroft, RJ Lange, C Teulings
Economisch-Statistische Berichten 105 (4784), 153-155, 2020
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