Rutger-Jan Lange
Cited by
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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
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), 122105, 2015
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
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
Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times
RJ Lange, D Ralph, K Store
Journal of Financial and Quantitative Analysis, 2019
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
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
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
The option value of vacant land and the optimal timing of city extensions
RJ Lange, CN Teulings
CEPR Discussion Paper No. DP12847, 2018
Brownian motion and multidimensional decision making
RJ Lange
University of Cambridge, 2012
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
Proceedings of the 38th IAEE International Conference, Antalya, Turkey, 2015
Taking Time Seriously: Implications for Optimal Climate Policy
M Grubb, RJ Lange, N Cerkez, P Salas, JF Mercure, I Sognnaes
Tinbergen Institute Discussion Paper 2020-083/VI, 2020
Bellman filtering for state-space models
RJ Lange
Tinbergen Institute Discussion Paper 2020-052/III, 2020
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
The Importance of Adaptability and Inertia in Optimal Abatement Trajectories: A Simple Analytic Model
M Grubb, P Salas, RJ Lange
Energy & the Economy, 37th IAEE International Conference, June 15-18, 2014, 2014
The Importance of Inertia and Adaptability: a Simple Model
M Grubb, RJ Lange, P Salas
Planetary Economics: Energy, Climate Change and the Three Domains of …, 2014
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