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Lange, Rutger-Jan

Co-Author Distance
Author ID: lange.rutger-jan Recent zbMATH articles by "Lange, Rutger-Jan"
Published as: Lange, Rutger-Jan
Documents Indexed: 7 Publications since 2012
Co-Authors: 4 Co-Authors with 4 Joint Publications
45 Co-Co-Authors

Co-Authors

3 single-authored
2 Harvey, Andrew
1 Atkinson, Michael P.
1 Kress, Moshe
1 Teulings, Coen N.
all top 5

Serials

2 Journal of Time Series Analysis
1 Journal of Mathematical Physics
1 Journal of Economic Theory
1 Journal of Econometrics
1 Operations Research
1 Journal of High Energy Physics
all top 5

Fields

3 Statistics (62-XX)
3 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2 Probability theory and stochastic processes (60-XX)
2 Quantum theory (81-XX)
1 Potential theory (31-XX)
1 Partial differential equations (35-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Functional analysis (46-XX)
1 Operator theory (47-XX)
1 Operations research, mathematical programming (90-XX)

Publications by Year

all cited Publications top 5 cited Publications

Citations contained in zbMATH Open

5 Publications have been cited 47 times in 38 Documents Cited by ▼ Year ▼
Volatility modeling with a generalized \(t\) distribution. Zbl 1360.62457
Harvey, Andrew; Lange, Rutger-Jan
17
2017
Potential theory, path integrals and the Laplacian of the indicator. Zbl 1397.81072
Lange, Rutger-Jan
12
2012
Distribution theory for schrödinger’s integral equation. Zbl 1328.81109
Lange, Rutger-Jan
9
2015
Modeling the interactions between volatility and returns using EGARCH-M. Zbl 1402.91585
Harvey, Andrew; Lange, Rutger-Jan
8
2018
When is information sufficient for action? search with unreliable yet informative intelligence. Zbl 1342.90095
Atkinson, Michael; Kress, Moshe; Lange, Rutger-Jan
1
2016
Modeling the interactions between volatility and returns using EGARCH-M. Zbl 1402.91585
Harvey, Andrew; Lange, Rutger-Jan
8
2018
Volatility modeling with a generalized \(t\) distribution. Zbl 1360.62457
Harvey, Andrew; Lange, Rutger-Jan
17
2017
When is information sufficient for action? search with unreliable yet informative intelligence. Zbl 1342.90095
Atkinson, Michael; Kress, Moshe; Lange, Rutger-Jan
1
2016
Distribution theory for schrödinger’s integral equation. Zbl 1328.81109
Lange, Rutger-Jan
9
2015
Potential theory, path integrals and the Laplacian of the indicator. Zbl 1397.81072
Lange, Rutger-Jan
12
2012
all cited Publications top 5 cited Publications
all top 5

Cited by 71 Authors

3 Blazsek, Szabolcs
3 Zolotaryuk, Alexander V.
2 Ayala, Astrid
2 Golovatyj, Yuriy Danilovich
2 Lange, Rutger-Jan
2 Zolotaryuk, Yaroslav
1 Alanya-Beltran, Willy
1 Alenezi, Fayadh
1 Alhudhaif, Adi
1 Bao, Jie
1 Bi, Dongjie
1 Blasques, Francisco
1 Buccheri, Giuseppe
1 Buenzli, Pascal R.
1 Cobian, L.
1 Corsi, Fulvio
1 Escribano, Alvaro
1 Feng, Xinzeng
1 Flandoli, Franco
1 Francq, Christian
1 Gao, Jun
1 Granet, Etienne
1 Gurrutxaga-Lerma, Beñat
1 Haddad, Michel Ferreira Cardia
1 Hafner, Christian Matthias
1 Hamers, Herbert
1 Harvey, Andrew
1 Heider, David T.
1 Hermans, Ben
1 Higbee, Joshua D.
1 Hormuth, David A. II
1 Ito, Ryoko
1 Jarosz, Stefânia
1 Konno, Kohkichi
1 Kukal, Jaromir
1 Laurent, Sébastien-Yves
1 Leisen, Fabrizio
1 Leus, Roel
1 Li, Xifeng
1 Licht, Adrian
1 Lindelauf, Roy
1 Linton, Oliver Bruce
1 Livieri, Giulia
1 Lucarini, S.
1 Mazur, Błażej
1 McDonald, James B.
1 Mirniam, A. S.
1 Nagasawa, Tomoaki
1 Nematollahi, A. R.
1 Palumbo, Dario
1 Pan, Wenxiao
1 Pipień, Mateusz
1 Rossini, Luca
1 Segurado, Javier
1 Shushi, Tomer
1 Takahashi, Rohta
1 Tartakovsky, Alexandre M.
1 Tran, Quang Van
1 Umlandt, Dennis
1 van Hemmen, J. Leo
1 Vaz, Jayme jun.
1 Villa, Cristiano
1 Voitus, A.
1 Wang, Haojie
1 Wang, Linqi
1 Wu, Jianbin
1 Xie, Yongle
1 Xiong, Qiang
1 Yankeelov, Thomas E.
1 Yao, Jitao
1 Zhong, Xiaotong
all top 5

Cited in 22 Serials

8 Journal of Econometrics
5 Studies in Nonlinear Dynamics and Econometrics
5 Journal of Physics A: Mathematical and Theoretical
2 Annals of Physics
1 Applicable Analysis
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Engineering Science
1 Journal of Computational Physics
1 Journal of Mathematical Physics
1 Physica A
1 Information Sciences
1 Integral Equations and Operator Theory
1 Naval Research Logistics
1 Statistics & Probability Letters
1 Journal of Time Series Analysis
1 Physica D
1 Computational Mechanics
1 Communications in Statistics. Theory and Methods
1 Mathematical Problems in Engineering
1 Communications in Nonlinear Science and Numerical Simulation
1 Statistical Methods and Applications
1 Journal of Theoretical Biology
all top 5

Cited in 17 Fields

19 Statistics (62-XX)
11 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
10 Quantum theory (81-XX)
6 Partial differential equations (35-XX)
4 Functional analysis (46-XX)
3 Mechanics of deformable solids (74-XX)
2 Ordinary differential equations (34-XX)
2 Operator theory (47-XX)
2 Probability theory and stochastic processes (60-XX)
2 Numerical analysis (65-XX)
2 Computer science (68-XX)
2 Biology and other natural sciences (92-XX)
1 Dynamical systems and ergodic theory (37-XX)
1 Fluid mechanics (76-XX)
1 Statistical mechanics, structure of matter (82-XX)
1 Operations research, mathematical programming (90-XX)
1 Systems theory; control (93-XX)

Citations by Year