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Home | People | Rutger-Jan Lange
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Rutger-Jan Lange

Research Fellow

University
Erasmus University Rotterdam
Research field
Econometrics
Interests
Econometrics, Finance, Financial Econometrics, Mathematical Methods, Operations Research, Time Series Econometrics

Biography

Rutger-Jan Lange is an assistant professor at the Department of Econometrics at Erasmus University Rotterdam. He holds a PhD in management science and operations research from the University of Cambridge and has published in econometrics, economics, finance and theoretical physics.

List of publications

Lange, R., Ralph, D. and Store, K. (2019). Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times Journal of Financial and Quantitative Analysis, 55(2):653--677.

Niesert, R., Oorschot, J., Veldhuisen, C., Brons, K. and Lange, R. (2019). Can Google search Data help predict macroeconomic series? International Journal of Forecasting, :.

Lange, R., Atkinson, A. and Kress, M. (2016). When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence Operations Research, 64(2):315--328.