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 1 1 17 463
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 0 1 52 0 0 7 181
Stochastic volatility models: Conditional normality versus heavy tailed distributions 0 0 1 12 1 1 13 71
Stock return autocorrelations revisited: A quantile regression approach 1 2 4 172 2 3 32 452
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 6 6 11 88
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 0 1 657 2 4 9 1,822
Total Working Papers 1 2 7 1,191 12 16 106 3,347

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 0 7 258
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 69 2 2 16 223
Estimation in conditional first order autoregression with discrete support 1 1 1 35 1 2 10 96
Gerd Ronning 0 0 0 1 1 1 7 24
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 1 6 44 0 3 31 164
Return and volatility linkages between the US and the German stock market 0 0 0 188 0 2 11 421
Spatial panel count data: modeling and forecasting of urban crimes 0 0 3 8 0 0 21 50
Stochastic volatility models: conditional normality versus heavy-tailed distributions 0 0 1 440 2 3 19 1,545
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 1 1 1 61 2 3 21 259
Testing for serial dependence in time series models of counts 0 0 0 100 0 0 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 0 1 10 869
Useful models for time series of counts or simply wrong ones? 0 0 1 90 1 1 10 254
Total Journal Articles 2 3 16 1,392 9 18 207 5,073

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Statistics updated 2026-09-10