Concepedia

Robert C. Jung

RC

18

Publications

1.3K

Citations

15

H-Index

1993

Active since

Affiliations

University of Tübingen(Current)

University of Hohenheim

University of York

University of Erfurt

UNSW Sydney

Robert C. Jung is an author at University of Tübingen specializing in statistics, business, and econometrics.

Top concepts

StatisticsBusinessEngineeringEconometricsFinanceForecastingEconomicsFinancial EconomicsAsset PricingVolatility Modeling

Publications per year

1993–2022

18

Publications

18

Time series of count data: modeling, estimation and diagnostics

Robert C. Jung, Martin Kukuk, Roman Liesenfeld · Computational Statistics & Data Analysis · 2006 · 185 citations

Engineering, Data Science, Forecasting +3

Stochastic volatility models: conditional normality versus heavy-tailed distributions

Roman Liesenfeld, Robert C. Jung · Journal of Applied Econometrics · 2000 · 141 citations

Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +13

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

Robert C. Jung, Robert Maderitsch · Journal of Banking & Finance · 2014 · 133 citations

Structural Breaks, Economics, Volatility Modeling +11

Useful models for time series of counts or simply wrong ones?

Robert C. Jung, A. R. Tremayne · AStA Advances in Statistical Analysis · 2010 · 110 citations

Wrong Ones, Engineering, Data Science +5

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

Dirk G. Baur, Robert C. Jung · Journal of International Money and Finance · 2006 · 109 citations

Volatility Modeling, Economics, Financial Economics +7

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