Erasmus School of Economics
Associate professor | Econometrics
- Email
- lange@ese.eur.nl
Work
- Rutger-Jan Lange (2024) - Bellman filtering and smoothing for state-space models - Journal of Econometrics, 238 (2) - doi: 10.1016/j.jeconom.2023.105632 - [link]
- Rutger-Jan Lange & CN (Coen) Teulings (2024) - Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming - Journal of Economic Theory, 215 - doi: 10.1016/j.jet.2023.105776 - [link]
- Rutger-Jan Lange, D Ralph & K Store (2019) - Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times - Journal of Financial and Quantitative Analysis, 55 (2), 653-677 - doi: 10.1017/S0022109019000048 - [link]
- B Kroft, van der, Rutger-Jan Lange & C Teulings (2020) - Piek in volatiliteit laat zien dat groot deel daling aandelenkoersen tijdelijk is - Economisch-Statistische Berichten, 105 (4784) - [link]
- Rutger-Jan Lange & A Harvey (2016) - Volatility Modeling with a Generalized t Distribution - Journal of Time Series Analysis, 38 (2), 175-190 - doi: 10.1111/jtsa.12224 - [link]
- Rutger-Jan Lange, A Atkinson & M Kress (2016) - When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence - Operations Research, 64 (2), 315-328 - doi: 10.1287/opre.2016.1488 - [link]
