Concepedia

Author

Rutger Lit

Vrije Universiteit Amsterdam

Also Known As

Lit, Rutger, R. Lit, Rutger Lit

27

Publications

377

Citations

8

H-Index

26

Concepts

All Affiliations

Vrije Universiteit AmsterdamTinbergen InstituteAarhus University
RL

About

Rutger Lit is an author at Vrije Universiteit Amsterdam specializing in forecasting, engineering, and statistics.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Engineering

5

5

186

2

Business

2

2

90

3

Finance

2

2

90

4

Data Science

1

1

30

5

Economics

1

1

49

Rutger Lit

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7

Publications

214

Citations

7

H-Index

YearCitations

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

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

Dynamic discrete copula models for high‐frequency stock price changes

Siem Jan Koopman, Rutger Lit, André Lucas,

Journal of Applied Econometrics

2018

41

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

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

The Dynamic Skellam Model with Applications

Siem Jan Koopman, Rutger Lit, André Lucas

SSRN Electronic Journal

2014

11

Long-term forecasting of El Niño events via dynamic factor simulations

Mengheng Li, Siem Jan Koopman, Rutger Lit,

Journal of Econometrics

2019

10

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