Rutger-Jan Lange : Citation Profile

Erasmus Universiteit Rotterdam

6

H index

4

i10 index

109

Citations

RESEARCH PRODUCTION:

7

Articles

14

Papers

RESEARCH ACTIVITY:

   9 years (2015 - 2024). See details.
   Cites by year: 12
   Journals where Rutger-Jan Lange has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 8 (6.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla919
   Updated: 2025-03-08    RAS profile: 2024-09-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Rutger-Jan Lange.

Is cited by:

Blazsek, Szabolcs (10)

Ayala, Astrid (9)

Harvey, Andrew (9)

Escribano, Alvaro (5)

Fuertes, Ana-Maria (3)

Murray, Cameron (3)

Bhattacharjee, Arnab (3)

Neuenkirch, Matthias (3)

Makieła, Kamil (3)

Schienle, Melanie (2)

Schütte, Erik Christian (2)

Cites to:

Koopman, Siem Jan (38)

Lucas, Andre (37)

Creal, Drew (19)

Harvey, Andrew (15)

Gyourko, Joseph (11)

Davis, Morris (10)

Engle, Robert (9)

Blasques, Francisco (9)

Bauwens, Luc (9)

Laurent, Sébastien (9)

Campbell, John (8)

Main data

Where Rutger-Jan Lange has published?

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute9

Recent works citing Rutger-Jan Lange (2025 and 2024)

YearTitle of citing document
2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024.

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2024A comparison of the GB2 and skewed generalized log-t distributions with an application in finance. (2024). McDonald, James B ; Higbee, Joshua D. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:2:s0304407621000154.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Poza, Carlos ; Claudio-Quiroga, Gloria ; Monge, Manuel. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Renyi entropy based design of heavy tailed distribution for return of financial assets. (2024). Kukal, Jaromir ; van Tran, Quang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:637:y:2024:i:c:s0378437124000396.

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2024Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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2024Real-time nowcasting the monthly unemployment rates with daily Google Trends data. (2024). Galvo, Ana Beatriz ; Silva, Maria Eduarda ; Costa, Eduardo Andre. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001629.

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2024Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (2024). Saarinen, Harto ; Lempa, Jukka ; Sillanpaa, Wiljami. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000577.

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2025.

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2024Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082.

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Works by Rutger-Jan Lange:

YearTitleTypeCited
2024Kullback-Leibler-based characterizations of score-driven updates In: Papers.
[Full Text][Citation analysis]		paper0
2024Kullback-Leibler-based characterizations of score-driven updates.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Modeling the Interactions between Volatility and Returns using EGARCH‐M In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
2015Volatility Modeling with a Generalized t-distribution In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper43
2015Modeling the Interactions between Volatility and Returns In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper3
2018The option value of vacant land and the optimal timing of city extensions In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2018The option value of vacant land and the optimal timing of city extensions.(2018) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article10
2024Bellman filtering and smoothing for state–space models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2020Can Google search data help predict macroeconomic series? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2024Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming In: Journal of Economic Theory.
[Full Text][Citation analysis]		article0
2024Dynamic determinants of optimal global climate policy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article0
2024Dynamic determinants of optimal global climate policy.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement In: Working Papers.
[Full Text][Citation analysis]		paper0
2016When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence In: Operations Research.
[Full Text][Citation analysis]		article2
2016Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper6
2021Bellman filtering for state-space models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Interactions of time and technology as critical determinants of optimal climate change policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2021The option value of vacant land: Dont build when demand for housing is booming In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Implicit score-driven filters for time-varying parameter models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2022Dynamic Partial Correlation Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team