dr. (Rutger-Jan) R Lange

All publications (11)

• Key publication (2)

  • R. Lange, D. Ralph & K. Store (2020). 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
  • R. 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

• Article (8)

  • B. Kroft, van der, R. Lange & C. Teulings (2020). Piek in volatiliteit laat zien dat groot deel daling aandelenkoersen tijdelijk is. Economisch-Statistische Berichten, 105 (4784), 153.
  • R. Lange, D. Ralph & K. Store (2020). 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
  • R.F. Niesert, J.A. Oorschot, C.P. Veldhuisen, K. Brons & R. Lange (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting. doi: 10.1016/j.ijforecast.2018.12.006 [go to publisher's site]
  • R. Lange & A.C. Harvey (2018). Modeling the Interactions between Volatility and Returns using EGARCH‐M. Journal of Time Series Analysis, 39, 909-919. doi: 10.1111/jtsa.12419
  • R. Lange & A. Harvey (2017). Volatility Modeling with a Generalized t Distribution. Journal of Time Series Analysis, 38 (2), 175-190. doi: 10.1111/jtsa.12224
  • R. 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
  • R. Lange (2015). Distribution theory for Schrödinger’s integral equation. Journal of Mathematical Physics, 56 (12), 122105. doi: 10.1063/1.4936302
  • R. Lange (2012). Potential theory, path integrals and the Laplacian of the indicator. Journal of High Energy Physics, 32 (11), 1-46. doi: 10.1007/JHEP11(2012)032

• Part of book - Chapter (1)

  • R. Lange, A. Lucas & A. Siegmann (2017). Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. In M. Bilio, L. Pelizzon & R. Savona (Eds.), Systemic Risk Tomography: Signals, Measurement and Transmission Channels. Elsevier

Teaching (11)

Present position