Robert Jung : Citation Profile


Are you Robert Jung?

Universität Hohenheim

10

H index

10

i10 index

264

Citations

RESEARCH PRODUCTION:

11

Articles

8

Papers

RESEARCH ACTIVITY:

   21 years (1993 - 2014). See details.
   Cites by year: 12
   Journals where Robert Jung has often published
   Relations with other researchers
   Recent citing documents: 51.    Total self citations: 8 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju3
   Updated: 2017-09-16    RAS profile: 2015-03-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Jung.

Is cited by:

Asai, Manabu (8)

McAleer, Michael (6)

Martin, Gael (6)

Snyder, Ralph (6)

Bekiros, Stelios (4)

Sinha, Pankaj (4)

Baten, Joerg (4)

Caporin, Massimiliano (4)

McCabe, Brendan (4)

Bastianin, Andrea (3)

Raddant, Matthias (3)

Cites to:

Engle, Robert (11)

Bollerslev, Tim (11)

Andersen, Torben (8)

Shephard, Neil (8)

Harvey, Andrew (7)

Koopman, Siem Jan (6)

Diebold, Francis (6)

Pesaran, M (6)

Richard, Jean-Francois (6)

Heinen, Andréas (5)

Danielsson, Jon (5)

Main data


Where Robert Jung has published?


Working Papers Series with more than one paper published# docs
Tbinger Diskussionsbeitrge / University of Tbingen, School of Business and Economics3
Global Financial Markets Working Paper Series / Friedrich-Schiller-University Jena2
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics2

Recent works citing Robert Jung (2017 and 2016)


YearTitle of citing document
2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Bastianin, Andrea ; Galeotti, Marzio . In: ET: Economic Theory. RePEc:ags:feemet:253725.

Full description at Econpapers || Download paper

2016Regime switching vine copula models for global equity and volatility indices. (2016). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Papers. RePEc:arx:papers:1604.05598.

Full description at Econpapers || Download paper

2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

Full description at Econpapers || Download paper

2017Measurement of Common Risk Factors: A Panel Quantile Regression Model for Returns. (2017). Baruník, Jozef ; Cech, Frantisek . In: Papers. RePEc:arx:papers:1708.08622.

Full description at Econpapers || Download paper

2016Behavioural finance perspectives on Malaysian stock market efficiency. (2016). Tuyon, Jasman ; Ahmada, Zamri . In: Borsa Istanbul Review. RePEc:bor:bistre:v:16:y:2016:i:1:p:43-61.

Full description at Econpapers || Download paper

2017Bivariate Poisson models with varying offsets: an application to the paired mitochondrial DNA dataset. (2017). Pei-Fang, SU ; John, Boice ; Yu, Shyr ; Qi, Liu ; Yan, Guo ; Chung, LI ; Yu-Lin, Mau . In: Statistical Applications in Genetics and Molecular Biology. RePEc:bpj:sagmbi:v:16:y:2017:i:1:p:47-58:n:5.

Full description at Econpapers || Download paper

2017New Goodness-of-fit Diagnostics for Conditional Discrete Response Models. (2017). Velasco, Carlos ; Kheifets, Igor . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1924r.

Full description at Econpapers || Download paper

2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael . In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

Full description at Econpapers || Download paper

2016Bayesian nonparametric forecasting for INAR models. (2016). Bisaglia, Luisa ; Canale, Antonio . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:70-78.

Full description at Econpapers || Download paper

2016Robust closed-form estimators for the integer-valued GARCH (1,1) model. (2016). Li, QI ; Zhu, Fukang ; Lian, Heng . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:101:y:2016:i:c:p:209-225.

Full description at Econpapers || Download paper

2016Generalized Poisson autoregressive models for time series of counts. (2016). Chen, Cathy W. S. ; Lee, Sangyeol . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:99:y:2016:i:c:p:51-67.

Full description at Econpapers || Download paper

2016Interdependence of foreign exchange markets: A wavelet coherence analysis. (2016). Yang, Lu ; Hamori, Shigeyuki ; Zhang, Huimin ; Cai, Xiao Jing . In: Economic Modelling. RePEc:eee:ecmode:v:55:y:2016:i:c:p:6-14.

Full description at Econpapers || Download paper

2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach. (2016). Bekiros, Stelios ; Boubaker, Sabri ; Avdoulas, Christos . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:580-587.

Full description at Econpapers || Download paper

2016On oil-US exchange rate volatility relationships: An intraday analysis. (2016). JAWADI, Fredj ; Louhichi, Wael ; ben Ameur, Hachmi ; Cheffou, Abdoulkarim Idi . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:329-334.

Full description at Econpapers || Download paper

2017Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models. (2017). Xue, Wen-Jun ; Zhang, Li-Wen . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:391-401.

Full description at Econpapers || Download paper

2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

Full description at Econpapers || Download paper

2016Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Al-Shboul, Mohammad ; Anwar, Sajid . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

Full description at Econpapers || Download paper

2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Chuliá, Helena ; Uribe, Jorge M ; Guillen, Montserrat ; Chulia, Helena . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

Full description at Econpapers || Download paper

2016The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach. (2016). Xu, Yaqin ; Guo, Yawei ; Zhu, Huiming ; You, Wanhai . In: Energy Economics. RePEc:eee:eneeco:v:55:y:2016:i:c:p:30-41.

Full description at Econpapers || Download paper

2016Modeling realized volatility on the Spanish intra-day electricity market. (2016). Zarraga, Ainhoa ; Ciarreta, Aitor . In: Energy Economics. RePEc:eee:eneeco:v:58:y:2016:i:c:p:152-163.

Full description at Econpapers || Download paper

2016Does institutional ownership increase stock return volatility? Evidence from Vietnam. (2016). Vo, Xuan Vinh. In: International Review of Financial Analysis. RePEc:eee:finana:v:45:y:2016:i:c:p:54-61.

Full description at Econpapers || Download paper

2016Quantile behaviour of cointegration between silver and gold prices. (2016). Peng, Cheng ; Zhu, Huiming ; You, Wanhai . In: Finance Research Letters. RePEc:eee:finlet:v:19:y:2016:i:c:p:119-125.

Full description at Econpapers || Download paper

2016Global equity market volatility spillovers: A broader role for the United States. (2016). Buncic, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1317-1339.

Full description at Econpapers || Download paper

2017Intraday industry-specific spillover effect in European equity markets. (2017). Mateus, Cesario ; Chinthalapati, Raju . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:278-298.

Full description at Econpapers || Download paper

2016Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Huang, Meichi ; Wu, Chang-Che ; Liu, Shih-Min . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:54-71.

Full description at Econpapers || Download paper

2016Information transmission and dynamics of stock price movements: An empirical analysis of BRICS and US stock markets. (2016). Jain, Ajeet ; Bhuyan, Rafiqul ; Talukdar, Bakhtear ; Robbani, Mohammad G. In: International Review of Economics & Finance. RePEc:eee:reveco:v:46:y:2016:i:c:p:180-195.

Full description at Econpapers || Download paper

2017Realized volatility transmission from crude oil to equity sectors: A study with economic significance analysis. (2017). Kumar, Dilip . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:149-167.

Full description at Econpapers || Download paper

2016Financial market interdependencies: A quantile regression analysis of volatility spillover. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:36:y:2016:i:c:p:140-157.

Full description at Econpapers || Download paper

2016Bias corrections for moment estimators in Poisson INAR(1) and INARCH(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: Statistics & Probability Letters. RePEc:eee:stapro:v:112:y:2016:i:c:p:124-130.

Full description at Econpapers || Download paper

2017Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161.

Full description at Econpapers || Download paper

2016Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. (2016). Eratalay, Mustafa. In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:2:p:19-52.

Full description at Econpapers || Download paper

2016The Russian Stock Market during the Ukrainian Crisis: A Network Perspective. (2016). Uluceviz, Erhan ; Schmidbauer, Harald ; Erkol, Narod ; Rosch, Angi . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:6:p:478-509.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2017.06.

Full description at Econpapers || Download paper

2016Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models. (2016). Xue, Wen-Jun ; Zhang, Li-Wen . In: Working Papers. RePEc:fiu:wpaper:1605.

Full description at Econpapers || Download paper

2017Regime Switching Vine Copula Models for Global Equity and Volatility Indices. (2017). Fink, Holger ; Stober, Jakob ; Czado, Claudia ; Klimova, Yulia . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:3-:d:86821.

Full description at Econpapers || Download paper

2017The Opportunity Cost of Negative Screening in Socially Responsible Investing. (2017). Trinks, Arjan ; Scholtens, Bert. In: Journal of Business Ethics. RePEc:kap:jbuset:v:140:y:2017:i:2:d:10.1007_s10551-015-2684-3.

Full description at Econpapers || Download paper

2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets. (2017). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku . In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1701.

Full description at Econpapers || Download paper

2016Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance. (2016). Lyócsa, Štefan ; Horvath, Roman ; Baumohl, Eduard. In: Working Papers. RePEc:ost:wpaper:357.

Full description at Econpapers || Download paper

2016Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2016). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: MPRA Paper. RePEc:pra:mprapa:76308.

Full description at Econpapers || Download paper

2017Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed . In: MPRA Paper. RePEc:pra:mprapa:79443.

Full description at Econpapers || Download paper

2017Hurdle models of repayment behaviour in personal loan contracts. (2017). Jose , ; Mario, . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1140-2.

Full description at Econpapers || Download paper

2017Testing the compounding structure of the CP-INARCH model. (2017). Weiss, Christian H ; Lopes, Nazare Mendes ; Gonalves, Esmeralda . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:80:y:2017:i:5:d:10.1007_s00184-017-0617-0.

Full description at Econpapers || Download paper

2016A geometric bivariate time series with different marginal parameters. (2016). Popovi, Predrag M ; Nasti, Aleksandar S ; Risti, Miroslav M. In: Statistical Papers. RePEc:spr:stpapr:v:57:y:2016:i:3:d:10.1007_s00362-015-0677-z.

Full description at Econpapers || Download paper

2017Modeling time series of counts with a new class of INAR(1) model. (2017). Khoo, Wooi Chen ; Biswas, Atanu ; Ong, Seng Huat . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0704-0.

Full description at Econpapers || Download paper

2017A conditional count model for repeated count data and its application to GEE approach. (2017). Dey, Rajib ; Islam, Ataharul M. In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:2:d:10.1007_s00362-015-0708-9.

Full description at Econpapers || Download paper

2016Testing for Poisson arrivals in INAR(1) processes. (2016). Weiss, Christian H ; Schweer, Sebastian . In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:25:y:2016:i:3:d:10.1007_s11749-015-0466-y.

Full description at Econpapers || Download paper

2016Clustering Quantile Regression-Based Drought Trends in Taiwan. (2016). Shiau, Jenq-Tzong ; Lin, Jia-Wei . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:30:y:2016:i:3:d:10.1007_s11269-015-1210-9.

Full description at Econpapers || Download paper

2016The Dynamic Factor Network Model with an Application to Global Credit-Risk. (2016). Bräuning, Falk ; Brauning, Falk ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160105.

Full description at Econpapers || Download paper

2016Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201646.

Full description at Econpapers || Download paper

2017Interconnectedness in the global financial market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2076.

Full description at Econpapers || Download paper

2016Interconnectedness in the global financial market. (2016). Raddant, Matthias ; Kenett, Dror . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145560.

Full description at Econpapers || Download paper

Works by Robert Jung:


YearTitleTypeCited
2011Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article9
2008Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity.(2008) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article7
2006Time series of count data: modeling, estimation and diagnostics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article35
2008A common factor analysis for the US and the German stock markets during overlapping trading hours In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2006Coherent forecasting in integer time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article10
2014Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article12
2006Return and volatility linkages between the US and the German stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article50
2010Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung In: Global Financial Markets Working Paper Series.
[Full Text][Citation analysis]
paper0
2011Financial market spillovers around the globe In: Global Financial Markets Working Paper Series.
[Full Text][Citation analysis]
paper1
2000Stochastic volatility models: conditional normality versus heavy-tailed distributions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article47
1997Stochastic volatility models: Conditional normality versus heavy tailed distributions.(1997) In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
paper
2011Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
article10
1993Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach. In: Empirical Economics.
[Citation analysis]
article14
2005Estimation in conditional first order autoregression with discrete support In: Statistical Papers.
[Full Text][Citation analysis]
article10
2005Time Series of Count Data : Modelling and Estimation In: Economics Working Papers.
[Full Text][Citation analysis]
paper18
2001Testing serial dependence in time series models of counts against some INARMA alternatives In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
paper5
1996Testing the bivariate mixture hypothesis using German stock market data In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
paper0
2012Stock return autocorrelations revisited: A quantile regression approach In: University of Tuebingen Working Papers in Economics and Finance.
[Full Text][Citation analysis]
paper31

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated September, 5 2017. Contact: CitEc Team