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	4	447
Financial market spillovers around the globe	0	0	0	106	1	4	6	242
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung	0	0	0	51	1	2	2	176
Stochastic volatility models: Conditional normality versus heavy tailed distributions	0	0	0	11	2	5	7	63
Stock return autocorrelations revisited: A quantile regression approach	0	0	2	168	2	10	15	431
Testing serial dependence in time series models of counts against some INARMA alternatives	0	0	0	20	0	2	2	79
Testing the bivariate mixture hypothesis using German stock market data	0	0	1	1	2	2	5	17
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	8	26	46	3,268

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	0	2	5	130
Coherent forecasting in integer time series models	0	0	1	113	0	0	4	251
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	0	0	0	69	0	3	4	210
Estimation in conditional first order autoregression with discrete support	0	0	2	34	1	5	9	91
Gerd Ronning	0	0	0	1	0	2	3	19
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model	0	0	0	5	2	3	6	28
Modelling and Diagnostics of Spatially Autocorrelated Counts	0	1	1	6	1	3	3	20
Price discovery in agricultural commodity markets in the presence of futures speculation	0	2	2	40	8	11	16	144
Return and volatility linkages between the US and the German stock market	0	0	1	188	0	1	5	412
Spatial panel count data: modeling and forecasting of urban crimes	0	0	1	6	4	8	17	39
Stochastic volatility models: conditional normality versus heavy-tailed distributions	0	0	0	439	3	6	12	1,532
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?	0	0	1	60	0	4	9	243
Testing for serial dependence in time series models of counts	0	0	2	100	2	8	11	306
Time series of count data: modeling, estimation and diagnostics	0	1	2	196	2	6	9	405
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach	0	0	0	0	1	3	8	862
Useful models for time series of counts or simply wrong ones?	0	1	5	90	2	5	9	249
Total Journal Articles	0	5	19	1,382	26	70	130	4,941

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Statistics updated 2026-01-09