R. (Rutger-Jan) Lange

Erasmus School of Economics
Erasmus University Rotterdam
Associate Member ERIM
Field: Finance & Accounting
Affiliated since 2016
  • R. Lange, A. Lucas & A. Siegmann (2017). Score-Driven Systemic Risk Signaling for European Sovereign Bond Yields and CDS Spreads. In M. Bilio, L. Pelizzon & R. Savona (Eds.), Systemic Risk Tomography: Signals, Measurement and Transmission Channels. Elsevier


Visiting address

Office: Tinbergen Building H11-25
Burgemeester Oudlaan 50
3062 PA Rotterdam

Postal address

Postbus 1738
3000 DR Rotterdam

Latest publication

R. Lange & A. Harvey (2017). Volatility Modeling with a Generalized t Distribution. Journal of Time Series Analysis. doi: http://dx.doi.org/10.1111/jtsa.12224[go to publisher's site]