Rutger-Jan Lange
Names
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Rutger-Jan |
| last: |
Lange |
Identifer
Contact
Affiliations
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Erasmus Universiteit Rotterdam
/ Faculteit der Economische Wetenschappen
/ Econometrisch Instituut
Research profile
author of:
- Modeling the Interactions between Volatility and Returns using EGARCH‐M (RePEc:bla:jtsera:v:39:y:2018:i:6:p:909-919)
by Andrew Harvey & Rutger‐Jan Lange - Volatility Modeling with a Generalized t-distribution (RePEc:cam:camdae:1517)
by Andrew Harvey & Rutger-Jan Lange - Modeling the Interactions between Volatility and Returns (RePEc:cam:camdae:1518)
by Andrew Harvey & Rutger-Jan Lange - The option value of vacant land and the optimal timing of city extensions (RePEc:cpr:ceprdp:12847)
by Teulings, Coen & Lange, Rutger-Jan - The option value of vacant land: Don't build when demand for housing is booming (RePEc:cpr:ceprdp:16023)
by Teulings, Coen & Lange, Rutger-Jan - Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times (RePEc:cup:jfinqa:v:55:y:2020:i:2:p:653-677_9)
by Lange, Rutger-Jan & Ralph, Daniel & Støre, Kristian - Bellman filtering and smoothing for state–space models (RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003482)
by Lange, Rutger-Jan - Can Google search data help predict macroeconomic series? (RePEc:eee:intfor:v:36:y:2020:i:3:p:1163-1172)
by Niesert, Robin F. & Oorschot, Jochem A. & Veldhuisen, Christian P. & Brons, Kester & Lange, Rutger-Jan - Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming (RePEc:eee:jetheo:v:215:y:2024:i:c:s0022053123001722)
by Lange, Rutger-Jan & Teulings, Coen N. - Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement (RePEc:enp:wpaper:eprg1808)
by Michael Grubb & Jean-Francois Mercure & Pablo Salas & Rutger-Jan Lange & Ida Sognnaes - When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence (RePEc:inm:oropre:v:64:y:2016:i:2:p:315-328)
by Michael Atkinson & Moshe Kress & Rutger-Jan Lange - Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads (RePEc:tin:wpaper:20160064)
by Rutger-Jan Lange & Andre Lucas & Arjen H. Siegmann - The option value of vacant land and the optimal timing of city extensions (RePEc:tin:wpaper:20180033)
by Rutger-Jan Lange & Coen Teulings - Can Google Search Data Help Predict Macroeconomic Series? (RePEc:tin:wpaper:20190021)
by Robin Niesert & Jochem Oorschot & Chris Veldhuisen & Kester Brons & Rutger-Jan Lange - Bellman filtering for state-space models (RePEc:tin:wpaper:20200052)
by Rutger Jan Lange - Unknown item RePEc:tin:wpaper:20200083 (paper)
- The option value of vacant land: Don't build when demand for housing is booming (RePEc:tin:wpaper:20210022)
by Rutger-Jan Lange & Coen N. Teulings - Robust Observation-Driven Models Using Proximal-Parameter Updates Abstract We propose an observation-driven modelling framework that permits time variation in the model’s parameters using a proximal-p (RePEc:tin:wpaper:20220066)
by Rutger-Jan Lange & Bram van Os & Dick van Dijk - This article establishes the Poisson optional stopping times (POST) method by Lange et al. (2020) as a near-universal method for solving liquidity-constrained American options, or, equivalently, penal (RePEc:tin:wpaper:20220070)
by Jean-Claude Hessing & Rutger-Jan Lange & Daniel Ralph