Access Statistics for Robert Jung

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 2 17 462
Financial market spillovers around the globe 0 0 0 106 0 1 8 246
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung 0 1 1 52 0 1 7 181
Stochastic volatility models: Conditional normality versus heavy tailed distributions 0 1 1 12 0 2 13 70
Stock return autocorrelations revisited: A quantile regression approach 0 2 3 171 0 2 30 450
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 0 5 82
Testing the bivariate mixture hypothesis using German stock market data 0 0 0 1 0 0 9 24
Time Series of Count Data: Modelling and Estimation 0 1 1 657 1 3 7 1,820
Total Working Papers 0 5 6 1,190 1 11 96 3,335

Journal Article File Downloads Abstract Views
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 0 35 0 0 5 133
Coherent forecasting in integer time series models 0 0 1 114 0 2 8 258
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 69 0 1 14 221
Estimation in conditional first order autoregression with discrete support 0 0 1 34 1 1 10 95
Gerd Ronning 0 0 0 1 0 1 7 23
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 0 8 32
Modelling and Diagnostics of Spatially Autocorrelated Counts 0 0 1 6 0 0 8 25
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 6 44 2 5 32 164
Return and volatility linkages between the US and the German stock market 0 0 0 188 1 3 12 421
Spatial panel count data: modeling and forecasting of urban crimes 0 0 3 8 0 0 25 50
Stochastic volatility models: conditional normality versus heavy-tailed distributions 0 0 1 440 0 1 17 1,543
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 0 0 0 60 1 4 19 257
Testing for serial dependence in time series models of counts 0 0 0 100 0 1 12 310
Time series of count data: modeling, estimation and diagnostics 0 0 1 196 0 0 11 410
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach 0 0 0 0 1 1 10 869
Useful models for time series of counts or simply wrong ones? 0 0 1 90 0 0 9 253
Total Journal Articles 0 2 15 1,390 6 20 207 5,064

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Statistics updated 2026-08-07