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Robert C. Jung · Study

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Robert C. Jung

11 works· latest 2017· 4 institutionscluster: provisionalORCID 0000-0001-8729-1143

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i1011

Citations948

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Most cited in this library

Stock Return Autocorrelations Revisited: A Quantile Regression Approach2011 · 164 citations
Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?2014 · 136 citations
Stochastic volatility models: conditional normality versus heavy-tailed distributions2000 · 135 citations
Return and volatility linkages between the US and the German stock market2006 · 106 citations
Coherent forecasting in integer time series models2005 · 81 citations

Works

11 shown

Price discovery in agricultural commodity markets in the presence of futures speculation

Journal of commodity markets·2017·3 authors

81citations

Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence?

Journal of Banking & Finance·2014·2 authors·Open access

136citations

Financial market spillovers around the globe

Applied Financial Economics·2011·2 authors·Open access

62citations

Stock Return Autocorrelations Revisited: A Quantile Regression Approach

Journal of Empirical Finance·2011·3 authors·Open access

164citations

Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity

Journal of Business and Economic Statistics·2010·3 authors

59citations

A common factor analysis for the US and the German stock markets during overlapping trading hours

Journal of International Financial Markets Institutions and Money·2007·2 authors

21

citations

Return and volatility linkages between the US and the German stock market

Journal of International Money and Finance·2006·2 authors·Open access

106citations

Coherent forecasting in integer time series models

International Journal of Forecasting·2005·2 authors

81citations

Stochastic volatility models: conditional normality versus heavy-tailed distributions

Journal of Applied Econometrics·2000·2 authors

135citations

Stochastic Volatility Models: Conditional Normality Versus Heavy-Tailed Distributions

SSRN Electronic Journal·1997·2 authors·preprint·Open access

30citations

Two aspects of labor mobility: A bivariate Poisson regression approach

Empirical Economics·1993·2 authors·Open access

73citations