Rutger-Jan Lange

2017

A researcher in the Science corpus: 1 paper; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Papers from Rutger-Jan Lange's perspective

Ordered by how strongly the researchers Rutger-Jan Lange trusts endorse each paper. Same corpus, a different order for every researcher.

1. The behavior of maximum likelihood estimates under nonstandard conditions
2. Generalized autoregressive conditional heteroskedasticity
3. Inferential Aspects of the Skew Exponential Power Distribution
4. Robust Estimators of the Mode and Skewness of Continuous Data
5. Estimating the Dimension of a Model
6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
7. Density Estimation for Statistics and Data Analysis
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Financial Risk and Heavy Tails
10. Asymmetric power distribution: Theory and applications to risk measurement

Their papers

• Volatility Modeling with a Generalized t Distribution (2017) — 65 citations