Rutger Lit

Forecasting football match results in national league competitions using score-driven time series models

Siem Jan Koopman, Rutger Lit · International Journal of Forecasting · 2019 · 56 citations · Full text

Forecasting Methodology, Economic Forecasting, Engineering +7

Intraday Stochastic Volatility in Discrete Price Changes: The Dynamic Skellam Model

Siem Jan Koopman, Rutger Lit, André Lucas · Journal of the American Statistical Association · 2017 · 49 citations · Full text

Volatility Modeling, Engineering, Discrete Price Changes +20

Dynamic discrete copula models for high‐frequency stock price changes

Siem Jan Koopman, Rutger Lit, André Lucas et al. · Journal of Applied Econometrics · 2018 · 41 citations · Full text

Engineering, Time Series Econometrics, Asset Pricing +16

The Analysis and Forecasting of Tennis Matches by using a High Dimensional Dynamic Model

Siem Jan Koopman, Rutger Lit · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2019 · 30 citations · Full text

Sport Engineering, Tennis Matches, Engineering +9

A Dynamic Bivariate Poisson Model for Analysing and Forecasting Match Results in the English Premier League

Siem Jan Koopman, Rutger Lit · Journal of the Royal Statistical Society Series A (Statistics in Society) · 2012 · 17 citations · Full text