Robert Jung
Names
| first: |
Robert |
| middle: |
C. |
| last: |
Jung |
Identifer
Contact
Affiliations
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Universität Hohenheim
/ Fakultät Wirtschafts- und Sozialwissenschaften
/ Institut für Volkswirtschaftslehre
Research profile
author of:
- Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:73-85)
by Jung, Robert C. & Liesenfeld, Roman & Richard, Jean-François - Testing for serial dependence in time series models of counts (RePEc:bla:jtsera:v:24:y:2003:i:1:p:65-84)
by Robert C. Jung & A. R. Tremayne - Time series of count data: modeling, estimation and diagnostics (RePEc:eee:csdana:v:51:y:2006:i:4:p:2350-2364)
by Jung, Robert C. & Kukuk, Martin & Liesenfeld, Roman - A common factor analysis for the US and the German stock markets during overlapping trading hours (RePEc:eee:intfin:v:18:y:2008:i:5:p:498-512)
by Flad, Michael & Jung, Robert C. - Coherent forecasting in integer time series models (RePEc:eee:intfor:v:22:y:2006:i:2:p:223-238)
by Jung, Robert C. & Tremayne, A.R. - Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? (RePEc:eee:jbfina:v:47:y:2014:i:c:p:331-342)
by Jung, R.C. & Maderitsch, R. - Return and volatility linkages between the US and the German stock market (RePEc:eee:jimfin:v:25:y:2006:i:4:p:598-613)
by Baur, Dirk & Jung, Robert C. - Price discovery in agricultural commodity markets in the presence of futures speculation (RePEc:eee:jocoma:v:5:y:2017:i:c:p:50-62)
by Dimpfl, Thomas & Flad, Michael & Jung, Robert C. - Modelling and Diagnostics of Spatially Autocorrelated Counts (RePEc:gam:jecnmx:v:10:y:2022:i:3:p:31-:d:913362)
by Robert C. Jung & Stephanie Glaser - Maximum-Likelihood Estimation in a Special Integer Autoregressive Model (RePEc:gam:jecnmx:v:8:y:2020:i:2:p:24-:d:368766)
by Robert C. Jung & Andrew R. Tremayne - Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung (RePEc:hlj:hljwrp:01-2008)
by Andreas Freytag & Walter Bayer & Diemo Dietrich & Robert Jung & Martin Klein & Matthias Lehmann & Christoph Ohler & Matthias Ruffert & Gunther Schnabl & Christian Tietje - Financial market spillovers around the globe (RePEc:hlj:hljwrp:20-2011)
by Thomas Dimpfl & Robert Jung - Stochastic volatility models: conditional normality versus heavy-tailed distributions (RePEc:jae:japmet:v:15:y:2000:i:2:p:137-160)
by Roman Liesenfeld & Robert C. Jung - Useful models for time series of counts or simply wrong ones? (RePEc:spr:alstar:v:95:y:2011:i:1:p:59-91)
by Robert Jung & A. Tremayne - Gerd Ronning (RePEc:spr:astaws:v:14:y:2020:i:2:d:10.1007_s11943-020-00271-y)
by Robert Jung & Martin Kukuk & Roman Liesenfeld - Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach (RePEc:spr:empeco:v:18:y:1993:i:3:p:543-56)
by Jung, Robert C & Winkelmann, Rainer - Spatial panel count data: modeling and forecasting of urban crimes (RePEc:spr:jospat:v:3:y:2022:i:1:d:10.1007_s43071-021-00019-y)
by Stephanie Glaser & Robert C. Jung & Karsten Schweikert - Estimation in conditional first order autoregression with discrete support (RePEc:spr:stpapr:v:46:y:2005:i:2:p:195-224)
by Robert Jung & Gerd Ronning & A. Tremayne - Time Series of Count Data: Modelling and Estimation (RePEc:zbw:cauewp:3194)
by Jung, Robert & Kukuk, Martin & Liesenfeld, Roman - Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (RePEc:zbw:cauewp:7365)
by Jung, Robert & Liesenfeld, Roman & Richard, Jean-François - Stochastic volatility models: Conditional normality versus heavy tailed distributions (RePEc:zbw:tuedps:103)
by Liesenfeld, Roman & Jung, Robert C. - Testing serial dependence in time series models of counts against some INARMA alternatives (RePEc:zbw:tuedps:204)
by Jung, Robert & Tremayne, Andrew R. - Testing the bivariate mixture hypothesis using German stock market data (RePEc:zbw:tuedps:67)
by Jung, Robert C. & Liesenfeld, Roman - Stock return autocorrelations revisited: A quantile regression approach (RePEc:zbw:tuewef:24)
by Baur, Dirk G. & Dimpfl, Thomas & Jung, Robert C.