| Volatility Modeling with a Generalized t Distribution A Harvey, RJ Lange Journal of Time Series Analysis 38 (2), 175-190, 2017 | 90 | 2017 |
| Modeling the Interactions between Volatility and Returns using EGARCH‐M A Harvey, RJ Lange Journal of Time Series Analysis 39 (6), 909-919, 2018 | 55* | 2018 |
| Can Google search data help predict macroeconomic series? RF Niesert, JA Oorschot, CP Veldhuisen, K Brons, RJ Lange International Journal of Forecasting 36 (3), 1163-1172, 2020 | 50 | 2020 |
| Potential theory, path integrals and the Laplacian of the indicator RJ Lange Journal of High Energy Physics 2012 (11), 1-46, 2012 | 34 | 2012 |
| Distribution theory for Schrödinger’s integral equation RJ Lange Journal of Mathematical Physics 56 (12), 2015 | 31 | 2015 |
| Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times RJ Lange, D Ralph, K Store Journal of Financial and Quantitative Analysis, 2019 | 26 | 2019 |
| In case of innovation: Academic phraseology in the Three Circles A Edwards, RJ Lange International Journal of Learner Corpus Research 2 (2), 252-277, 2016 | 13* | 2016 |
| Score-driven systemic risk signaling for european sovereign bond yields and cds spreads RJ Lange, A Lucas, A Siegmann Systemic Risk Tomography, 129-150, 2017 | 12* | 2017 |
| When Is Information Sufficient for Action? Search with Unreliable yet Informative Intelligence M Atkinson, M Kress, RJ Lange Operations Research 64 (2), 315-328, 2016 | 11 | 2016 |
| Bellman filtering and smoothing for state–space models RJ Lange Journal of Econometrics 238 (2), 105632, 2024 | 8* | 2024 |
| Systems innovation, inertia and pliability: A mathematical exploration with implications for climate change abatement M Grubb, J Mercure, P Salas, R Lange, I Sognnaes University of Cambridge, 2018 | 8 | 2018 |
| Implicit score-driven filters for time-varying parameter models RJ Lange, B van Os, D van Dijk | 6* | 2024 |
| Irreversible investment under predictable growth: Why land stays vacant when housing demand is booming RJ Lange, CN Teulings Journal of Economic Theory 215, 105776, 2024 | 6* | 2024 |
| The option value of vacant land and the optimal timing of city extensions RJ Lange, CN Teulings Tinbergen Institute Discussion Paper 2018-033/III, 2018 | 5 | 2018 |
| Brownian motion and multidimensional decision making RJ Lange University of Cambridge, 2012 | 3 | 2012 |
| Dynamic determinants of optimal global climate policy M Grubb, RJ Lange, N Cerkez, P Salas, I Sognnaes Tinbergen Institute Discussion Paper 2020-083/VI, 2022 | 2* | 2022 |
| Short and simple introduction to Bellman filtering and smoothing RJ Lange arXiv preprint arXiv:2405.12668, 2024 | 1 | 2024 |
| Solving penalised American options for jump diffusions using the POST algorithm JC Hessing, RJ Lange, D Ralph Tinbergen Institute Discussion Paper 2022-003/IV, 2022 | 1 | 2022 |
| Cost-benefit analysis of climate action in adaptive economic systems: a technology production and supply chain perspective P Salas, JF Mercure, RJ Lange, M Grubb Energy Security, Technology and Sustainability Challenges Across the Globe …, 2015 | 1 | 2015 |
| Poisson Optional Stopping Times as a Robust Numerical Method for Valuing Path-Dependant American Options with a Jump-Diffusion Process JC Hessing, RJ Lange | | 2021 |
Pablo SalasResearch Fellow, CISL, University of Cambridge在 cam.ac.uk 的电子邮件经过验证
