Browsing All of EconStor by Author Jung, Robert C.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
1996 | Testing the bivariate mixture hypothesis using German stock market data | Jung, Robert C.; Liesenfeld, Roman |
1997 | Stochastic volatility models: Conditional normality versus heavy tailed distributions | Liesenfeld, Roman; Jung, Robert C. |
2011 | Financial market spillovers around the globe | Dimpfl, Thomas; Jung, Robert C. |
2012 | Stock return autocorrelations revisited: A quantile regression approach | Baur, Dirk G.; Dimpfl, Thomas; Jung, Robert C. |
2022 | Spatial panel count data: modeling and forecasting of urban crimes | Glaser, Stephanie; Jung, Robert C.; Schweikert, Karsten |