Robert Jung : Citation Profile

Universität Hohenheim

13

H index

15

i10 index

644

Citations

RESEARCH PRODUCTION:

16

Articles

8

Papers

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 22
   Journals where Robert Jung has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 11 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju3
   Updated: 2025-12-27    RAS profile: 2022-10-13    
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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 (12)

Dimpfl, Thomas (11)

Caporin, Massimiliano (7)

Koopman, Siem Jan (6)

Snyder, Ralph (6)

Baruník, Jozef (6)

Lee, Chien-Chiang (6)

Martin, Gael (6)

McCabe, Brendan (6)

Chen, Mei-Ping (5)

Weber, Enzo (5)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (15)

Andersen, Torben (13)

Shephard, Neil (12)

Tremayne, Andrew (11)

Diebold, Francis (10)

Richard, Jean-Francois (7)

Harvey, Andrew (7)

Koopman, Siem Jan (7)

Pesaran, Mohammad (6)

Heinen, Andréas (6)

Main data

Where Robert Jung has published?

Journals with more than one article published# docs
Econometrics2

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

Recent works citing Robert Jung (2025 and 2024)

YearTitle of citing document
2025Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series. (2025). Fisher, Zachary F ; Kim, Younghoon ; Pipiras, Vladas. In: Papers. RePEc:arx:papers:2307.10454.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Song, Yong ; Li, Kunpeng. In: Papers. RePEc:arx:papers:2503.00772.

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2024Asymmetric spot‐futures prices adjustments in Quebec grain markets. (2024). Sossou, Dislene ; Singbo, Alphonse. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:72:y:2024:i:3:p:347-363.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2025Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521.

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2024Multivariate Count Time Series Modelling. (2024). Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:100-116.

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2025Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547.

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2024Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543.

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2024The profitability of lead–lag arbitrage at high frequency. (2024). Dionne, Georges ; Yergeau, Gabriel ; Poutre, Cedric. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1002-1021.

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2024From mobility to crime: Collective patterns of human mobility and gun violence in Baltimore City. (2024). Situ, Xinyi. In: Journal of Criminal Justice. RePEc:eee:jcjust:v:94:y:2024:i:c:s0047235224001053.

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2024Geopolitical risk and the predictability of spillovers between exchange, commodity and stock markets. (2024). Ma, Yong ; Hao, Xinlei ; Pan, Dongtao. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:73:y:2024:i:c:s1042444x24000082.

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2024Switching spillovers and connectedness between Sukuk and international Islamic stock markets. (2024). Yoon, Seong-Min ; Lee, Yeonjeong ; Mensi, Walid ; Al-Kharusi, Sami. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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2025Asymmetric autocorrelation in the crude oil market at multiple scales based on a hybrid approach of variational mode decomposition and quantile autoregression. (2025). Yin, YI ; Zhang, Yali ; Ding, Xinpeng ; He, Jiayi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:660:y:2025:i:c:s0378437125000366.

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2024Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach. (2024). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:121-139.

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2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711.

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2024Navigating median and extreme volatility in stock markets: Implications for portfolio strategies. (2024). Naeem, Muhammad Abubakr. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004994.

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2025Subjective probabilities under behavioral heuristics. (2025). Semenov, Andrei ; Rahman, Oriana. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000620.

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2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, H K ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2024Connectedness and Shock Propagation in South African Equity Sectors during Extreme Market Conditions. (2024). Doorasamy, Mishelle ; Obalade, Adefemi A ; Lawrence, Babatunde S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:441-:d:1490026.

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2025Combining Generalized Linear Autoregressive Moving Average and Bootstrap Models for Analyzing Time Series of Respiratory Diseases and Air Pollutants. (2025). Reisen, Valdrio Anselmo ; Alves, Ana Julia ; Franco, Glaura Conceicao ; Bondon, Pascal. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:859-:d:1605724.

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2024The Negative Binomial INAR(1) Process under Different Thinning Processes: Can We Separate between the Different Models?. (2024). Sunecher, Yuvraj ; Khan, Naushad Mamode ; Karlis, Dimitris. In: Stats. RePEc:gam:jstats:v:7:y:2024:i:3:p:48-807:d:1444273.

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2024Approximate Bayesian Estimation of Stochastic Volatility in Mean Models Using Hidden Markov Models: Empirical Evidence from Emerging and Developed Markets. (2024). Rodríguez, Gabriel ; Rodrguez, Gabriel ; Abanto-Valle, Carlos A ; Garrafa-Aragn, Hernn B ; Castro, Luis M. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10490-4.

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2024Bayesian Quantile Regression Analysis for Bivariate Vector Autoregressive Models with an Application to Financial Time Series. (2024). Wang, Wenshan ; Hu, Qian ; Zhao, Luan ; Yang, Kai. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10498-w.

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2024Spatial Market Inefficiency in Housing Market: A Spatial Quantile Regression Approach. (2024). Chae, Jiyoung ; Bera, Anil K. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09923-y.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng ; Song, Yong. In: MPRA Paper. RePEc:pra:mprapa:123815.

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2024Bayesian log-linear beta-negative binomial integer-valued Garch model. (2024). Yu, Keming ; Chu, Yuanqi. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:3:d:10.1007_s00180-023-01386-w.

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2025A simple algorithm for computing the probabilities of count models based on pure birth processes. (2025). Hunkrajok, Mongkol ; Skulpakdee, Wanrudee. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01491-4.

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2024Cryptocurrency spillovers and correlations: inefficiency and co-movement. (2024). Baur, Dirk G ; Hoang, Lai T. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00099-5.

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2025Variable selection in sparse multivariate GLARMA models: application to germination control by environment. (2025). Sansonnet, Laure ; Ouadah, Sarah ; Lvy-Leduc, Cline ; Gomtsyan, Marina ; Rajjou, Loc ; Bailly, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00786-0.

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2025Bayesian estimation of first-order integer generalized autoregressive models based on the negative binomial thinning operator. (2025). Lu, Feilong ; Li, Ping. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:4:d:10.1007_s10260-025-00792-2.

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2024Self-exciting hysteretic binomial autoregressive processes. (2024). Dong, Xiaogang ; Weiss, Christian H ; Yang, Kai ; Zhao, Xiuyue. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:3:d:10.1007_s00362-023-01444-x.

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2024On strongly dependent zero-inflated INAR(1) processes. (2024). Beran, Jan ; Droullier, Frieder. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01496-z.

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2025Mixed causal-noncausal count process. (2025). Lu, Yang ; Pei, Jian ; Zhu, Fukang. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:34:y:2025:i:2:d:10.1007_s11749-024-00960-8.

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2024Feedback Trading: The Intraday Case of Retail Derivatives. (2024). Schlie, Sebastian ; Baule, Rainer ; Frijns, Bart. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1487-1507.

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2025The Determinants of Marginal Convenience Yield in Agricultural Commodity Markets. (2025). Triantafyllou, Athanasios ; Bermpei, Theodora. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:4:p:289-307.

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2025Price Discovery in Chinas Crude Oil Derivatives Market. (2025). Lepone, Andrew ; Yang, Zhini. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:5:p:473-493.

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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]		article23
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 nother version. Agregated cites: 23		paper
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article13
2006Time series of count data: modeling, estimation and diagnostics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article56
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]		article11
2006Coherent forecasting in integer time series models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2014Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article71
2006Return and volatility linkages between the US and the German stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article75
2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article49
2022Modelling and Diagnostics of Spatially Autocorrelated Counts In: Econometrics.
[Full Text][Citation analysis]		article0
2020Maximum-Likelihood Estimation in a Special Integer Autoregressive Model In: Econometrics.
[Full Text][Citation analysis]		article0
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]		paper25
2000Stochastic volatility models: conditional normality versus heavy-tailed distributions In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article82
1997Stochastic volatility models: Conditional normality versus heavy tailed distributions.(1997) In: Tübinger Diskussionsbeiträge.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2011Useful models for time series of counts or simply wrong ones? In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article32
2020Gerd Ronning In: AStA Wirtschafts- und Sozialstatistisches Archiv.
[Full Text][Citation analysis]		article0
1993Two Aspects of Labor Mobility: A Bivariate Poisson Regression Approach. In: Empirical Economics.
[Citation analysis]		article21
2022Spatial panel count data: modeling and forecasting of urban crimes In: Journal of Spatial Econometrics.
[Full Text][Citation analysis]		article4
2005Estimation in conditional first order autoregression with discrete support In: Statistical Papers.
[Full Text][Citation analysis]		article30
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 Tübingen Working Papers in Business and Economics.
[Full Text][Citation analysis]		paper101

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