12
H index
14
i10 index
568
Citations
Universität Hohenheim | 12 H index 14 i10 index 568 Citations RESEARCH PRODUCTION: 16 Articles 8 Papers RESEARCH ACTIVITY: 29 years (1993 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pju3 |
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: | Cites to: |
Journals with more than one article published | # docs |
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Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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Tübinger Diskussionsbeiträge / University of Tübingen, School of Business and Economics | 3 |
Economics Working Papers / Christian-Albrechts-University of Kiel, Department of Economics | 2 |
Global Financial Markets Working Paper Series / Friedrich-Schiller-University Jena | 2 |
Year | Title of citing document |
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2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
2023 | Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2023). Pipiras, Vladas ; Fisher, Zachary F ; Kim, Younghoon. In: Papers. RePEc:arx:papers:2307.10454. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Futures markets and price stabilisation: An analysis of soybeans markets in North America. (2023). Goetz, Cole ; Miljkovic, Dragan. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:67:y:2023:i:1:p:104-117. Full description at Econpapers || Download paper |
2023 | Flexible bivariate INGARCH process with a broad range of contemporaneous correlation. (2023). Ombao, Hernando ; Barretosouza, Wagner. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:44:y:2023:i:2:p:206-222. Full description at Econpapers || Download paper |
2023 | Bayesian inference for a mixture double autoregressive model. (2023). Dong, Xiaogang ; Yu, Xinyang ; Zhang, Qingqing ; Yang, Kai. In: Statistica Neerlandica. RePEc:bla:stanee:v:77:y:2023:i:2:p:188-207. Full description at Econpapers || Download paper |
2023 | Bayesian modeling of spatial integer-valued time series. (2023). Hsiung, Mo-Hua ; Chen, Chun-Shu. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:188:y:2023:i:c:s016794732300138x. Full description at Econpapers || Download paper |
2023 | Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027. Full description at Econpapers || Download paper |
2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper |
2023 | Price discovery in equity markets: A state-dependent analysis of spot and futures markets. (2023). Schweikert, Karsten ; Kuck, Konstantin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s037842662300033x. Full description at Econpapers || Download paper |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000259. Full description at Econpapers || Download paper |
2023 | A flexible INAR(1) time series model with dependent zero-inflated count series and medical contagious cases. (2023). Mohammadpour, M ; Bakouch, Hassan S ; Shirozhan, M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:206:y:2023:i:c:p:216-230. Full description at Econpapers || Download paper |
2023 | The heterogeneous role of broadband access on establishment entry and exit by sector and urban and rural markets. (2023). Orazem, Peter F ; Ma, Liyuan ; Chen, Yulong. In: Telecommunications Policy. RePEc:eee:telpol:v:47:y:2023:i:3:s0308596123000150. Full description at Econpapers || Download paper |
2023 | A first order binomial mixed poisson integer-valued autoregressive model with serially dependent innovations. (2021). Chen, Zezhun Chen ; Tzougas, George ; Dassios, Angelos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:112222. Full description at Econpapers || Download paper |
2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118092. Full description at Econpapers || Download paper |
2023 | Carbon default swap – disentangling the exposure to carbon risk through CDS. (2023). Taschini, Luca ; Kiesel, Rudiger ; Blasberg, Alexander. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118096. Full description at Econpapers || Download paper |
2023 | Research on Price Discovery in Financial Securities: Trends and Directions for Future Research. (2023). Chotia, Varun ; Sharma, Dinesh Kumar ; Arora, Geetika ; Agrawal, Gaurav. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:416-:d:1243355. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Do spot market auction data help price discovery?. (2023). Scott, Ayesha ; Schoen, Tilman ; Miffre, Joelle ; Fernandez-Perez, Adrian. In: Post-Print. RePEc:hal:journl:hal-04121327. Full description at Econpapers || Download paper |
2023 | Sectoral volatility spillovers and their determinants in Vietnam. (2023). Vo, Duc Hong ; Nguyen, Nhan Thien ; Dang, Tam Hoang-Nhat. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09446-9. Full description at Econpapers || Download paper |
2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
2023 | Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2023). Zhao, Ran ; Zhang, Zehua ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:118459. Full description at Econpapers || Download paper |
2023 | The transaction behavior of cryptocurrency and electricity consumption. (2023). Chang, Chun-Ping ; Zhao, Xinxin ; Feng, Gen-Fu ; Zheng, Mingbo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00449-7. Full description at Econpapers || Download paper |
2023 | World pandemic uncertainty and German stock market: evidence from Markov regime-switching and Fourier based approaches. (2023). Kirikkaleli, Dervis ; Adebayo, Tomiwa Sunday ; Athari, Seyed Alireza. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01435-4. Full description at Econpapers || Download paper |
2023 | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1. Full description at Econpapers || Download paper |
2023 | Semiparametric estimation of INAR models using roughness penalization. (2023). Aleksandrov, Boris ; Weiss, Christian H ; Jentsch, Carsten ; Faymonville, Maxime. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:32:y:2023:i:2:d:10.1007_s10260-022-00655-0. Full description at Econpapers || Download paper |
2023 | Testing Granger Non-Causality in Expectiles. (2023). Taamouti, Abderrahim ; Doukali, Mohamed ; Bouezmarni, Taoufik. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2023-02. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 19 |
2008 | Dynamic 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 nother version. Agregated cites: 19 | paper | |
2003 | Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 11 |
2006 | Time series of count data: modeling, estimation and diagnostics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 52 |
2008 | A 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] | article | 11 |
2006 | Coherent forecasting in integer time series models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 27 |
2014 | Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 60 |
2006 | Return and volatility linkages between the US and the German stock market In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 72 |
2017 | Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 43 |
2022 | Modelling and Diagnostics of Spatially Autocorrelated Counts In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2020 | Maximum-Likelihood Estimation in a Special Integer Autoregressive Model In: Econometrics. [Full Text][Citation analysis] | article | 0 |
2010 | Konstitutionelle Grundlagen globalisierter Finanzmärkte - Stabilität und Wandel. Stand und Perspektiven der Forschung In: Global Financial Markets Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2011 | Financial market spillovers around the globe In: Global Financial Markets Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2000 | Stochastic volatility models: conditional normality versus heavy-tailed distributions In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 77 |
1997 | Stochastic volatility models: Conditional normality versus heavy tailed distributions.(1997) In: Tübinger Diskussionsbeiträge. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2011 | Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 28 |
2020 | Gerd Ronning In: AStA Wirtschafts- und Sozialstatistisches Archiv. [Full Text][Citation analysis] | article | 0 |
1993 | Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach. In: Empirical Economics. [Citation analysis] | article | 21 |
2022 | Spatial panel count data: modeling and forecasting of urban crimes In: Journal of Spatial Econometrics. [Full Text][Citation analysis] | article | 0 |
2005 | Estimation in conditional first order autoregression with discrete support In: Statistical Papers. [Full Text][Citation analysis] | article | 28 |
2005 | Time Series of Count Data: Modelling and Estimation In: Economics Working Papers. [Full Text][Citation analysis] | paper | 18 |
2001 | Testing serial dependence in time series models of counts against some INARMA alternatives In: Tübinger Diskussionsbeiträge. [Full Text][Citation analysis] | paper | 5 |
1996 | Testing the bivariate mixture hypothesis using German stock market data In: Tübinger Diskussionsbeiträge. [Full Text][Citation analysis] | paper | 0 |
2012 | Stock return autocorrelations revisited: A quantile regression approach In: University of Tübingen Working Papers in Business and Economics. [Full Text][Citation analysis] | paper | 94 |
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