Scholar
Rutger-Jan Lange
Google Scholar ID: ePEWUW8AAAAJ
Erasmus University Rotterdam
Time series econometrics
Filtering
Stochastic Processes
Optimal stopping
Option Valuation
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Citations & Impact
All-time
Citations
449
H-index
12
i10-index
13
Publications
20
Co-authors
15
list available
Publications
2 items
Implicit score-driven filters for time-varying parameter models
2025
Cited
0
Stability and performance guarantees for misspecified multivariate score-driven filters
2025
Cited
0
Co-authors
5 total
Daniel RALPH
University of Cambridge, Judge Business School
Dick van Dijk
Professor of Financial Econometrics, Erasmus University Rotterdam
Andre Lucas
Vrije Universiteit Amsterdam and Tinbergen Institute
S.W. Donker van Heel
PhD Candidate Econometrics, Erasmus University Rotterdam
Timo Dimitriadis
Goethe University Frankfurt, HITS Heidelberg
