Robert Jung : Citation Profile

Universität Hohenheim

13

H index

15

i10 index

632

Citations

RESEARCH PRODUCTION:

16

Articles

8

Papers

RESEARCH ACTIVITY:

   29 years (1993 - 2022). See details.
   Cites by year: 21
   Journals where Robert Jung has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 11 (1.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pju3
   Updated: 2025-04-12    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)

Lee, Chien-Chiang (6)

Baruník, Jozef (6)

McCabe, Brendan (6)

Snyder, Ralph (6)

Koopman, Siem Jan (6)

Martin, Gael (6)

Veiga, Helena (5)

Chen, Cathy W. S. (5)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (15)

Andersen, Torben (13)

Shephard, Neil (12)

Tremayne, Andrew (11)

Diebold, Francis (10)

Koopman, Siem Jan (7)

Harvey, Andrew (7)

Richard, Jean-Francois (7)

Heinen, Andréas (6)

Pesaran, Mohammad (6)

Main data

Production by document typearticlepaper199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published1993199419951996199719981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120220102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022050100150200Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 13Most cited documents123456789101112131415050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503202504051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Robert Jung has published?

Journals with more than one article published# docs
Econometrics2

Working Papers Series with more than one paper published# docs
T�binger Diskussionsbeitr�ge / University of T�bingen, 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)

Year  ↓Title of citing document  ↓
2024Latent 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.

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

Full description at Econpapers || Download paper

2024.

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

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Luo, Jiawen ; Zhang, Zhendong. 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 ; Banerjee, Ameet Kumar ; Mahapatra, Biplab ; Goodell, John W. 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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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). Pan, Dongtao ; Ma, Yong ; Hao, Xinlei. 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 ; Al-Kharusi, Sami ; Lee, Yeonjeong ; Mensi, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000696.

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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, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

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2025.

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2025Bayesian inference for dynamic spatial quantile models with interactive effects. (2025). Song, Yong ; Li, Kunpeng ; Bai, Jushan ; Ando, Tomohiro. 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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Works by Robert Jung:

Year  ↓Title  ↓Type  ↓Cited  ↓
2011Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article21
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: 21		paper
2003Testing for serial dependence in time series models of counts In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article12
2006Time series of count data: modeling, estimation and diagnostics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article55
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]		article70
2006Return and volatility linkages between the US and the German stock market In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article74
2017Price discovery in agricultural commodity markets in the presence of futures speculation In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article47
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]		paper24
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]		article31
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]		article29
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]		paper100

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