6
H index
4
i10 index
109
Citations
Erasmus Universiteit Rotterdam | 6 H index 4 i10 index 109 Citations RESEARCH PRODUCTION: 7 Articles 14 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Tinbergen Institute Discussion Papers / Tinbergen Institute | 9 |
Year | Title of citing document |
---|---|
2024 | Future 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. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | A 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. Full description at Econpapers || Download paper |
2024 | Structured 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. Full description at Econpapers || Download paper |
2024 | Chinese 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. Full description at Econpapers || Download paper |
2024 | Renyi 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. Full description at Econpapers || Download paper |
2024 | Recession 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. Full description at Econpapers || Download paper |
2024 | Real-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. Full description at Econpapers || Download paper |
2024 | Solutions 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. Full description at Econpapers || Download paper |
2025 | . Full description at Econpapers || Download paper |
2024 | Dynamic kernel models. (2024). Vallarino, Pierluigi. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240082. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2024 | Kullback-Leibler-based characterizations of score-driven updates In: Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Kullback-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 | |
2018 | Modeling the Interactions between Volatility and Returns using EGARCH‐M In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 13 |
2015 | Volatility Modeling with a Generalized t-distribution In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 43 |
2015 | Modeling the Interactions between Volatility and Returns In: Cambridge Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
2018 | The option value of vacant land and the optimal timing of city extensions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2018 | The 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 | |
2020 | Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 10 |
2024 | Bellman filtering and smoothing for state–space models In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Can Google search data help predict macroeconomic series? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
2024 | Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 0 |
2024 | Dynamic determinants of optimal global climate policy In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
2024 | Dynamic 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 | |
2018 | Systems Innovation, Inertia and Pliability: A mathematical exploration with implications for climate change abatement In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence In: Operations Research. [Full Text][Citation analysis] | article | 2 |
2016 | Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2021 | Bellman filtering for state-space models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Interactions of time and technology as critical determinants of optimal climate change policy In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | The option value of vacant land: Dont build when demand for housing is booming In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Implicit score-driven filters for time-varying parameter models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Dynamic Partial Correlation Models In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team