Robert C. Jung

Finance · 2000–2014

A researcher in the Science corpus: 8 papers; trusts 11 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

• Finance — 36 citations into it; #1,739 of 10,518 by trust here, #2,330 by citations
• Economics and Econometrics — 35 citations into it; #4,580 of 23,481 by trust here, #6,570 by citations
• Statistics and Probability — 15 citations into it; #2,675 of 12,932 by trust here, #3,513 by citations

Whom Robert C. Jung trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. B. Ray
2. Kurt Brännäs
3. A. Tremayne
4. Tim Bollerslev
5. Kristin J. Forbes
6. Guiglielmo Maria Caporale
7. M. Hashem
8. Torben G. Andersen
9. Roberto Rigobon
10. Gary K. Grunwald

Who trusts Robert C. Jung overall

1. Christian H. Weiβ
2. Brendan McCabe
3. A. Tremayne
4. Murat Caner Testik
5. Maher Kachour
6. R. Bu
7. Mátyás Barczy
8. Magda Monteiro
9. Xanthi Pedeli
10. Konstantinos Fokianos

Papers from Robert C. Jung's perspective

Ordered by how strongly the researchers Robert C. Jung trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Testing Serial Dependence in Time Series Models of Counts
3. Estimation in integer‐valued moving average models
4. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
5. Forecasting discrete valued low count time series
6. An Introduction to Probability Theory and Its Applications
7. Estimation in conditional first order autoregression with discrete support
8. Coherent forecasting in integer time series models
9. Analysis of low count time series data by poisson autoregression
10. Univariate Discrete Distributions

Their papers

• Stock Return Autocorrelations Revisited: A Quantile Regression Approach (2012) — 160 citations
• Estimation in conditional first order autoregression with discrete support (2005) — 88 citations
• Coherent forecasting in integer time series models (2006) — 82 citations
• Binomial thinning models for integer time series (2006) — 77 citations
• Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? (2014) — 136 citations
• Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity (2011) — 53 citations
• Stochastic volatility models: Conditional normality versus heavy tailed distributions (2000) — 155 citations
• Testing Serial Dependence in Time Series Models of Counts (2000) — 47 citations