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: 2025-12-20    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)

McCabe, Brendan (6)

Baruník, Jozef (6)

Koopman, Siem Jan (6)

Lee, Chien-Chiang (6)

Martin, Gael (6)

Snyder, Ralph (6)

Wang, Gang-Jin (5)

Chen, Mei-Ping (5)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (15)

Andersen, Torben (13)

Shephard, Neil (12)

Tremayne, Andrew (11)

Diebold, Francis (10)

Harvey, Andrew (7)

Koopman, Siem Jan (7)

Richard, Jean-Francois (7)

Heinen, Andréas (6)

Pesaran, Mohammad (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
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 (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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