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	0	0	443
Financial market spillovers around the globe	0	0	1	106	1	1	3	237
Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung	0	0	0	51	0	0	1	174
Stochastic volatility models: Conditional normality versus heavy tailed distributions	0	0	0	11	0	1	1	57
Stock return autocorrelations revisited: A quantile regression approach	0	1	1	167	0	3	5	418
Testing serial dependence in time series models of counts against some INARMA alternatives	0	0	0	20	0	0	1	77
Testing the bivariate mixture hypothesis using German stock market data	1	1	1	1	2	3	3	15
Time Series of Count Data: Modelling and Estimation	0	0	0	655	1	1	2	1,809
Total Working Papers	1	2	3	1,182	4	9	16	3,230

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	1	2	35	0	1	3	126
Coherent forecasting in integer time series models	0	0	1	112	1	2	4	248
Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity	0	0	1	69	0	1	3	207
Estimation in conditional first order autoregression with discrete support	1	1	2	33	1	1	2	83
Gerd Ronning	0	0	0	1	0	0	0	16
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model	0	0	0	5	0	1	1	22
Modelling and Diagnostics of Spatially Autocorrelated Counts	0	0	0	5	0	1	3	17
Price discovery in agricultural commodity markets in the presence of futures speculation	0	0	0	38	2	5	8	131
Return and volatility linkages between the US and the German stock market	1	1	3	188	1	1	5	408
Spatial panel count data: modeling and forecasting of urban crimes	0	0	0	5	2	2	5	24
Stochastic volatility models: conditional normality versus heavy-tailed distributions	0	0	0	439	0	2	3	1,521
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?	0	0	3	59	0	0	13	234
Testing for serial dependence in time series models of counts	2	2	2	100	2	3	3	298
Time series of count data: modeling, estimation and diagnostics	1	1	4	195	2	2	6	398
Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach	0	0	0	0	1	1	3	855
Useful models for time series of counts or simply wrong ones?	0	1	4	86	0	1	9	241
Total Journal Articles	5	7	22	1,370	12	24	71	4,829

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Statistics updated 2025-03-03