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Liesenfeld, Roman
14
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7
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6
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2
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2
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2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Journal of applied econometrics
2
Journal of empirical finance
2
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1
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Der Personalrat : Personal-Recht im öffentlichen Dienst
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Oxford bulletin of economics and statistics
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Return and volatility linkages between the US and the German stock market
Baur, Dirk
;
Jung, Robert C.
- In:
Journal of international money and finance
25
(
2006
)
4
,
pp. 598-613
Persistent link: https://www.econbiz.de/10007259498
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2
Coherent forecasting in integer time series models
Jung, Robert C.
;
Tremayne, A.R.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 223-238
Persistent link: https://www.econbiz.de/10007260356
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3
A common factor analysis for the US and the German stock markets during overlapping trading hours
Flad, Michael
;
Jung, Robert C.
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 498-512
Persistent link: https://www.econbiz.de/10008097036
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4
Financial market spillovers around the globe
Dimpfl, Thomas
;
Jung, Robert C.
- In:
Applied financial economics
22
(
2012
)
1
,
pp. 45-58
Persistent link: https://www.econbiz.de/10009818882
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5
Stock return autocorrelations revisited: A quantile regression approach
Baur, Dirk G.
;
Dimpfl, Thomas
;
Jung, Robert C.
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 254-266
Persistent link: https://www.econbiz.de/10009838597
Saved in:
6
A common factor analysis for the US and the German stock markets during overlapping trading hours
Flad, Michael
;
Jung, Robert C.
- In:
Journal of international financial markets, …
18
(
2008
)
5
,
pp. 498-513
Persistent link: https://www.econbiz.de/10008899364
Saved in:
7
Useful models for time series of counts or simply wrong ones?
Jung, Robert C.
;
Tremayne, A. R.
- In:
Wirtschafts- und sozialstatistisches Archiv : ASTA ; …
95
(
2011
)
1
,
pp. 59-92
Persistent link: https://www.econbiz.de/10008845066
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8
Stochastic Volatility Models: Conditional Normality versus Heavy-tailed Distributions
Liesenfeld, R.
;
Jung, R.C.
- In:
Journal of applied econometrics
15
(
2000
)
2
,
pp. 137-160
Persistent link: https://www.econbiz.de/10006983909
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9
Ansprüche an die neu und wieder gewählten Personalräte : Den richtigen Start erwischen
DePpisch, Herbert
;
Jung, Robert
;
Schleitzer, Erhard
- In:
Der Personalrat : Personal-Recht im öffentlichen Dienst
21
(
2004
)
7
,
pp. 263-267
Persistent link: https://www.econbiz.de/10006080186
Saved in:
10
Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2-3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10007283041
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