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Stock return autocorrelations...
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Baur, Dirk G.
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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
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2
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
Saved in:
3
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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4
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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5
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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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
Saved in:
8
Multivariate market association and its extremes
Baur, Dirk
- In:
Journal of international financial markets, …
16
(
2006
)
4
,
pp. 355-369
Persistent link: https://www.econbiz.de/10007279915
Saved in:
9
Coexceedances in financial markets : a quantile regression analysis of contagion
Baur, Dirk
;
Schulze, Niels
- In:
Emerging markets review
6
(
2005
)
1
,
pp. 21-43
Persistent link: https://www.econbiz.de/10006013363
Saved in:
10
Purchasing power parity: Granger causality tests for the yen-dollar exchange rate
Schnabl, Gunther
;
Baur, Dirk
- In:
Japan and the world economy : international journal of …
14
(
2002
)
4
,
pp. 425-444
Persistent link: https://www.econbiz.de/10007659136
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