Access Statistics for Robert Jung

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	0	0	0	171	0	1	1	444
Financial market spillovers around the globe	0	0	1	106	0	2	4	238
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung	0	0	0	51	0	0	1	174
Stochastic volatility models: Conditional normality versus heavy tailed distributions	0	0	0	11	0	0	1	57
Stock return autocorrelations revisited: A quantile regression approach	1	1	2	168	1	1	6	419
Testing serial dependence in time series models of counts against some INARMA alternatives	0	0	0	20	0	0	1	77
Testing the bivariate mixture hypothesis using German stock market data	0	1	1	1	0	2	3	15
Time Series of Count Data: Modelling and Estimation	1	1	1	656	1	3	4	1,811
Total Working Papers	2	3	5	1,184	2	9	21	3,235

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A common factor analysis for the US and the German stock markets during overlapping trading hours	0	0	2	35	0	1	3	127
Coherent forecasting in integer time series models	1	1	2	113	1	2	4	249
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	0	0	1	69	0	0	3	207
Estimation in conditional first order autoregression with discrete support	0	1	2	33	0	1	2	83
Gerd Ronning	0	0	0	1	0	0	0	16
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model	0	0	0	5	1	1	2	23
Modelling and Diagnostics of Spatially Autocorrelated Counts	0	0	0	5	0	0	3	17
Price discovery in agricultural commodity markets in the presence of futures speculation	0	0	0	38	0	3	9	132
Return and volatility linkages between the US and the German stock market	0	1	3	188	0	1	4	408
Spatial panel count data: modeling and forecasting of urban crimes	0	0	0	5	0	2	4	24
Stochastic volatility models: conditional normality versus heavy-tailed distributions	0	0	0	439	0	0	3	1,521
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?	0	0	3	59	1	2	13	236
Testing for serial dependence in time series models of counts	0	2	2	100	0	2	3	298
Time series of count data: modeling, estimation and diagnostics	0	1	4	195	0	2	5	398
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach	0	0	0	0	0	1	2	855
Useful models for time series of counts or simply wrong ones?	1	1	4	87	1	1	9	242
Total Journal Articles	2	7	23	1,372	4	19	69	4,836

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Statistics updated 2025-05-12