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	3	446
Financial market spillovers around the globe	0	0	0	106	1	1	3	239
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung	0	0	0	51	0	0	0	174
Stochastic volatility models: Conditional normality versus heavy tailed distributions	0	0	0	11	1	2	3	59
Stock return autocorrelations revisited: A quantile regression approach	0	0	2	168	3	4	9	424
Testing serial dependence in time series models of counts against some INARMA alternatives	0	0	0	20	2	2	2	79
Testing the bivariate mixture hypothesis using German stock market data	0	0	1	1	0	0	3	15
Time Series of Count Data: Modelling and Estimation	0	0	1	656	0	0	5	1,813
Total Working Papers	0	0	4	1,184	7	10	28	3,249

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	1	35	1	1	4	129
Coherent forecasting in integer time series models	0	0	1	113	0	1	5	251
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	0	0	0	69	1	1	2	208
Estimation in conditional first order autoregression with discrete support	0	1	2	34	2	3	6	88
Gerd Ronning	0	0	0	1	1	2	2	18
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model	0	0	0	5	1	2	5	26
Modelling and Diagnostics of Spatially Autocorrelated Counts	1	1	1	6	2	2	3	19
Price discovery in agricultural commodity markets in the presence of futures speculation	0	0	0	38	0	1	7	133
Return and volatility linkages between the US and the German stock market	0	0	1	188	0	2	4	411
Spatial panel count data: modeling and forecasting of urban crimes	0	1	1	6	1	7	11	32
Stochastic volatility models: conditional normality versus heavy-tailed distributions	0	0	0	439	2	2	9	1,528
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?	0	0	1	60	1	2	6	240
Testing for serial dependence in time series models of counts	0	0	2	100	3	3	6	301
Time series of count data: modeling, estimation and diagnostics	0	0	1	195	3	3	6	402
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach	0	0	0	0	1	1	6	860
Useful models for time series of counts or simply wrong ones?	0	0	4	89	2	2	6	246
Total Journal Articles	1	3	15	1,378	21	35	88	4,892

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Statistics updated 2025-11-08