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 2 8 18 462
Financial market spillovers around the globe 0 0 0 106 0 0 7 245
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung 1 1 1 52 1 2 7 181
Stochastic volatility models: Conditional normality versus heavy tailed distributions 1 1 1 12 2 3 13 70
Stock return autocorrelations revisited: A quantile regression approach 1 1 2 170 1 5 30 449
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 1 9 24
Time Series of Count Data: Modelling and Estimation 1 1 1 657 1 3 5 1,818
Total Working Papers 4 4 5 1,189 7 22 94 3,331

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 2 6 133
Coherent forecasting in integer time series models 0 1 1 114 2 5 9 258
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 69 1 6 14 221
Estimation in conditional first order autoregression with discrete support 0 0 1 34 0 0 9 94
Gerd Ronning 0 0 0 1 1 2 7 23
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 1 8 32
Modelling and Diagnostics of Spatially Autocorrelated Counts 0 0 1 6 0 2 8 25
Price discovery in agricultural commodity markets in the presence of futures speculation 1 2 5 43 2 9 29 161
Return and volatility linkages between the US and the German stock market 0 0 0 188 1 3 11 419
Spatial panel count data: modeling and forecasting of urban crimes 0 1 3 8 0 4 26 50
Stochastic volatility models: conditional normality versus heavy-tailed distributions 0 0 1 440 0 3 18 1,542
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 0 0 0 60 3 9 19 256
Testing for serial dependence in time series models of counts 0 0 0 100 1 2 12 310
Time series of count data: modeling, estimation and diagnostics 0 0 1 196 0 3 12 410
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach 0 0 0 0 0 0 13 868
Useful models for time series of counts or simply wrong ones? 0 0 1 90 0 2 9 253
Total Journal Articles 1 4 14 1,389 11 53 210 5,055

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Statistics updated 2026-06-04