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 3 7 11 454
Financial market spillovers around the globe 0 0 0 106 1 4 8 245
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung 0 0 0 51 1 4 5 179
Stochastic volatility models: Conditional normality versus heavy tailed distributions 0 0 0 11 0 6 10 67
Stock return autocorrelations revisited: A quantile regression approach 0 1 2 169 2 15 26 444
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 0 20 0 3 5 82
Testing the bivariate mixture hypothesis using German stock market data 0 0 0 1 2 8 8 23
Time Series of Count Data: Modelling and Estimation 0 0 1 656 0 2 6 1,815
Total Working Papers 0 1 3 1,185 9 49 79 3,309

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 1 5 131
Coherent forecasting in integer time series models 0 0 1 113 0 2 5 253
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 69 3 5 8 215
Estimation in conditional first order autoregression with discrete support 0 0 1 34 1 4 11 94
Gerd Ronning 0 0 0 1 0 2 5 21
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 0 5 9 31
Modelling and Diagnostics of Spatially Autocorrelated Counts 0 0 1 6 0 4 6 23
Price discovery in agricultural commodity markets in the presence of futures speculation 1 1 3 41 3 16 21 152
Return and volatility linkages between the US and the German stock market 0 0 0 188 1 4 8 416
Spatial panel count data: modeling and forecasting of urban crimes 1 1 2 7 2 11 22 46
Stochastic volatility models: conditional normality versus heavy-tailed distributions 1 1 1 440 2 10 18 1,539
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 0 0 1 60 0 4 13 247
Testing for serial dependence in time series models of counts 0 0 0 100 1 4 10 308
Time series of count data: modeling, estimation and diagnostics 0 0 1 196 0 4 9 407
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach 0 0 0 0 2 7 13 868
Useful models for time series of counts or simply wrong ones? 0 0 4 90 1 4 10 251
Total Journal Articles 3 3 15 1,385 16 87 173 5,002

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04