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 9 16 460
Financial market spillovers around the globe 0 0 0 106 0 1 7 245
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung 0 0 0 51 1 2 6 180
Stochastic volatility models: Conditional normality versus heavy tailed distributions 0 0 0 11 1 1 11 68
Stock return autocorrelations revisited: A quantile regression approach 0 0 1 169 2 6 29 448
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 1 3 9 24
Time Series of Count Data: Modelling and Estimation 0 0 0 656 1 2 6 1,817
Total Working Papers 0 0 1 1,185 9 24 89 3,324

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 2 2 6 133
Coherent forecasting in integer time series models 0 1 1 114 1 3 7 256
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 0 0 0 69 2 8 13 220
Estimation in conditional first order autoregression with discrete support 0 0 1 34 0 1 11 94
Gerd Ronning 0 0 0 1 1 1 6 22
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 0 0 5 1 1 9 32
Modelling and Diagnostics of Spatially Autocorrelated Counts 0 0 1 6 2 2 8 25
Price discovery in agricultural commodity markets in the presence of futures speculation 0 2 4 42 2 10 27 159
Return and volatility linkages between the US and the German stock market 0 0 0 188 2 3 10 418
Spatial panel count data: modeling and forecasting of urban crimes 0 2 3 8 3 6 26 50
Stochastic volatility models: conditional normality versus heavy-tailed distributions 0 1 1 440 2 5 21 1,542
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 0 0 1 60 2 6 17 253
Testing for serial dependence in time series models of counts 0 0 0 100 0 2 11 309
Time series of count data: modeling, estimation and diagnostics 0 0 1 196 2 3 12 410
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach 0 0 0 0 0 2 13 868
Useful models for time series of counts or simply wrong ones? 0 0 3 90 1 3 11 253
Total Journal Articles 0 6 16 1,388 23 58 208 5,044

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Statistics updated 2026-05-06