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 1 1 2 168 1 1 13 428
Financial market spillovers around the globe 0 0 0 105 1 1 7 228
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung 0 0 0 50 0 0 6 167
Stochastic volatility models: Conditional normality versus heavy tailed distributions 0 0 0 11 0 0 6 50
Stock return autocorrelations revisited: A quantile regression approach 1 3 14 152 2 15 46 333
Testing serial dependence in time series models of counts against some INARMA alternatives 0 0 1 19 1 2 6 72
Testing the bivariate mixture hypothesis using German stock market data 0 0 0 0 1 1 4 10
Time Series of Count Data: Modelling and Estimation 0 1 2 652 3 5 18 1,790
Total Working Papers 2 5 19 1,157 9 25 106 3,078


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 2 30 1 1 6 115
Coherent forecasting in integer time series models 0 0 3 98 3 3 9 223
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity 1 1 1 56 1 1 16 179
Estimation in conditional first order autoregression with discrete support 0 0 1 28 1 2 3 70
Gerd Ronning 1 1 1 1 3 3 3 3
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model 0 2 2 2 1 8 8 8
Price discovery in agricultural commodity markets in the presence of futures speculation 1 2 8 14 4 8 37 61
Return and volatility linkages between the US and the German stock market 0 0 5 173 0 2 17 373
Stochastic volatility models: conditional normality versus heavy-tailed distributions 0 0 0 433 4 5 12 1,499
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? 0 0 6 47 2 4 24 191
Testing for serial dependence in time series models of counts 0 0 0 94 0 0 0 286
Time series of count data: modeling, estimation and diagnostics 0 4 9 172 0 5 13 350
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach 0 0 0 0 1 2 14 839
Useful models for time series of counts or simply wrong ones? 0 1 3 71 1 4 10 208
Total Journal Articles 3 11 41 1,219 22 48 172 4,405


Statistics updated 2020-09-04