| . |
Jung, Robert's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,276 |
Total
Citations
15 |
|
|
|
|
|
1.
|
|
|
Liesenfeld, Roman
University of Cologne, Department of Economics Jung, Robert
University of Hohenheim - Institute of Economics
|
|
633
(18,737)
|
11
|
|
| |
|
| |
|
|
|
2.
|
|
|
Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Dimpfl, Thomas
University of Tuebingen - Department of Statistics and Econometrics Jung, Robert
University of Hohenheim - Institute of Economics
|
| Posted: |
|
20 Dec 11
|
|
Last Revised:
|
|
09 Oct 12
|
|
272
(54,543)
|
1
|
|
| |
|
| |
stock return distribution, quantile autoregression, overreaction and underreaction
|
|
|
3.
|
|
|
Jung, Robert
University of Hohenheim - Institute of Economics Liesenfeld, Roman
University of Cologne, Department of Economics Richard, Jean-Francois
University of Pittsburgh - Department of Economics
|
| Posted: |
|
22 Jul 08
|
|
Last Revised:
|
|
27 Jul 08
|
|
189
(79,917)
|
1
|
|
| |
|
| |
Dynamic latent variables, Importance sampling, Mixture of distribution models, Poisson distribution, Simulated Maximum Likelihood
|
|
|
4.
|
|
|
Flad, Michael
Jung, Robert
University of Hohenheim - Institute of Economics
|
|
169
(88,773)
|
|
|
| |
|
| |
Stock market cointegration, High-frequency data, Permanent-transitory decomposition
|
|
|
5.
|
|
|
Jung, Robert
University of Hohenheim - Institute of Economics Tremayne, Andy
University of Sydney - Discipline of Econometrics and Business Statistics
|
|
11
(309,939)
|
2
|
|
| |
|
| |
|
|
|
6.
|
|
|
Jung, Robert
University of Hohenheim - Institute of Economics Tremayne, A. R.
affiliation not provided to SSRN
|
|
2
(339,165)
|
|
|
| |
|
| |
Count data, serial dependence, generalized Poisson, higher-order models, maximum likelihood estimation, parametric resampling
|
|
|
7.
|
|
|
Dimpfl, Thomas
University of Tuebingen - Department of Statistics and Econometrics Jung, Robert
University of Hohenheim - Institute of Economics
|
| Posted: |
|
19 Jul 07
|
|
Last Revised:
|
|
07 Oct 11
|
|
|
|
|
| |
|
| |
Spillovers, Index Futures, Realized Volatility, Structural VAR model, HAR-RV model
|
|
|
8.
|
|
|
Baur, Dirk G.
University of Technology, Sydney (UTS) - School of Finance and Economics Jung, Robert
University of Hohenheim - Institute of Economics
|
|
|
|
|
| |
|
| |
Spillovers, Contemporaneous correlation, Information transmission, Intra-day data, GARCH models
|
|
|
9.
|
|
|
Jung, Robert
University of Hohenheim - Institute of Economics Liesenfeld, Roman
University of Cologne, Department of Economics
|
|
|
|
|
| |
|
| |
|
|
Records 1 -
9
of 9 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 0.219 seconds
|
