Rutger-Jan Lange : Citation Profile

Erasmus Universiteit Rotterdam

6

H index

4

i10 index

126

Citations

RESEARCH PRODUCTION:

7

Articles

15

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 12
   Journals where Rutger-Jan Lange has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 10 (7.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla919
   Updated: 2026-03-28    RAS profile: 2025-12-10    
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Relations with other researchers

Works with:

Punder, Ramon (2)

van Dijk, Dick (2)

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)

Harvey, Andrew (9)

Ayala, Astrid (9)

Lucas, Andre (5)

Escribano, Alvaro (5)

Neuenkirch, Matthias (4)

Makieła, Kamil (3)

Fuertes, Ana-Maria (3)

Bhattacharjee, Arnab (3)

Murray, Cameron (3)

Schienle, Melanie (2)

Cites to:

Koopman, Siem Jan (40)

Lucas, Andre (38)

Creal, Drew (19)

Harvey, Andrew (14)

Grubb, Michael (13)

Dechezleprêtre, Antoine (13)

Hemous, David (13)

Aghion, Philippe (12)

Gyourko, Joseph (11)

Laurent, Sébastien (11)

Blasques, Francisco (11)

Main data

Where Rutger-Jan Lange has published?

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute9
Papers / arXiv.org2

Recent works citing Rutger-Jan Lange (2026 and 2025)

YearTitle of citing document
2025Modeling prices from speculative markets: bursting bubbles or deflating balloons?. (2025). Harvey, Andrew ; Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025008.

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2025The continuous-time limit of quasi score-driven volatility models. (2024). He, Ping ; Wu, Yinhao. In: Papers. RePEc:arx:papers:2409.14734.

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2025Optimal Capital Deployment Under Stochastic Deal Arrivals: A Continuous-Time ADP Approach. (2025). Menda, Kunal ; Benarrosh, Raphael S. In: Papers. RePEc:arx:papers:2508.10300.

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2025Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes. (2025). Wu, Yinhao ; He, Ping. In: Papers. RePEc:arx:papers:2509.09105.

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2025News and firm entry: The role of the waiting option. (2025). Matvieiev, Mykhailo ; Antonova, Anastasiia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002264.

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2025Tail risk dynamics of banks with score-driven extreme value models. (2025). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000155.

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2025Stochastic arbitrage with market index options. (2025). Beare, Brendan ; Zheng, Zhongxi ; Seo, Juwon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000160.

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2025Optimal climate policy under exogenous and endogenous technical change: Making sense of the different approaches. (2025). Venmans, Frank ; Dietz, Simon ; Coppens, LO. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:133:y:2025:i:c:s0095069625001007.

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2025Regulatory Impact Assessment in the energy transition era: insights from the UK experience. (2025). Nixon, Hannah ; Dye, Laura ; Hinder, Ben ; Grubb, Michael. In: Utilities Policy. RePEc:eee:juipol:v:96:y:2025:i:c:s095717872500058x.

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2025Vintage effects in commercial real estate and the dynamics of the built environment. (2025). Rouwendal, Jan ; Buitelaar, Edwin ; Levkovich, OR ; Claassens, Jip. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:114:y:2025:i:c:s0166046225000481.

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2025Optimal climate policy under exogenous and endogenous technical change: making sense of the different approaches. (2025). Venmans, Frank ; Dietz, Simon ; Coppens, LO. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:129025.

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2025Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options. (2025). Leduc, Guillaume. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:213-:d:1564003.

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2026Inequality, not regulation, drives Americas housing affordability crisis. (2026). Storper, Michael ; Randolph, Gregory ; Kemeny, Tom ; Buchholz, Maximilian. In: SocArXiv. RePEc:osf:socarx:95trz_v1.

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2025Conditional Fat Tails and Scale Dynamics for Intraday Discrete Price Changes. (2025). Opschoor, Anne ; Lucas, Andrae ; Schoemaker, Daan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250039.

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2025Dynamic Mixture Vector Autoregressions With Score‐Driven Weights. (2025). Neuenkirch, Matthias ; Umlandt, Dennis ; Gretener, Alexander Georges. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:4:p:455-470.

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Works by Rutger-Jan Lange:

YearTitleTypeCited
2026Expected Kullback-Leibler-based characterizations of score-driven updates In: Papers.
[Full Text][Citation analysis]		paper1
2025Implicit score-driven filters for time-varying parameter models In: Papers.
[Full Text][Citation analysis]		paper1
2024Implicit score-driven filters for time-varying parameter models.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018Modeling the Interactions between Volatility and Returns using EGARCH‐M In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article14
2015Volatility Modeling with a Generalized t-distribution In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper48
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]		article11
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]		article2
2024Dynamic determinants of optimal global climate policy In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]		article4
2024Dynamic determinants of optimal global climate policy.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		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]		paper1
2022Dynamic Partial Correlation Models In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Kullback-Leibler-based characterizations of score-driven updates In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1

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