Robert C. Jung

1.4k total citations
29 papers, 950 citations indexed

About

Robert C. Jung is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Robert C. Jung has authored 29 papers receiving a total of 950 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 19 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Robert C. Jung's work include Financial Risk and Volatility Modeling (19 papers), Market Dynamics and Volatility (12 papers) and Monetary Policy and Economic Impact (8 papers). Robert C. Jung is often cited by papers focused on Financial Risk and Volatility Modeling (19 papers), Market Dynamics and Volatility (12 papers) and Monetary Policy and Economic Impact (8 papers). Robert C. Jung collaborates with scholars based in Germany, Australia and United Kingdom. Robert C. Jung's co-authors include A. R. Tremayne, Roman Liesenfeld, Dirk G. Baur, Thomas Dimpfl, Rainer Winkelmann, Gerd Ronning, Jean‐François Richard, Karsten Schweikert, Vance L. Martin and Jiří Horák and has published in prestigious journals such as Journal of Banking & Finance, Journal of Business and Economic Statistics and International Journal of Forecasting.

In The Last Decade

Robert C. Jung

27 papers receiving 903 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Robert C. Jung Germany	15	616	470	332	194	132	29	950
Roman Liesenfeld Germany	16	706 1.1×	520 1.1×	232 0.7×	205 1.1×	112 0.8×	48	948
Oliver B. Linton United Kingdom	15	330 0.5×	450 1.0×	504 1.5×	180 0.9×	137 1.0×	93	1.1k
Juan Carlos Escanciano United States	20	709 1.2×	661 1.4×	523 1.6×	386 2.0×	112 0.8×	63	1.3k
Dennis Kristensen United Kingdom	18	773 1.3×	584 1.2×	395 1.2×	428 2.2×	70 0.5×	51	1.3k
Jeroen V.K. Rombouts Canada	17	625 1.0×	547 1.2×	171 0.5×	255 1.3×	118 0.9×	48	879
Marine Carrasco Canada	17	706 1.1×	517 1.1×	424 1.3×	495 2.6×	62 0.5×	39	1.2k
Cătălin Stărică United States	15	918 1.5×	649 1.4×	250 0.8×	272 1.4×	65 0.5×	33	1.1k
Offer Lieberman Israel	17	619 1.0×	650 1.4×	221 0.7×	315 1.6×	76 0.6×	59	1.0k
Yarema Okhrin Germany	15	526 0.9×	303 0.6×	158 0.5×	116 0.6×	59 0.4×	53	830
Brendan McCabe United Kingdom	23	764 1.2×	750 1.6×	571 1.7×	682 3.5×	138 1.0×	65	1.6k

Countries citing papers authored by Robert C. Jung

Since Specialization

Citations

This map shows the geographic impact of Robert C. Jung's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert C. Jung with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert C. Jung more than expected).

Fields of papers citing papers by Robert C. Jung

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Robert C. Jung. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert C. Jung. The network helps show where Robert C. Jung may publish in the future.

Co-authorship network of co-authors of Robert C. Jung

This figure shows the co-authorship network connecting the top 25 collaborators of Robert C. Jung. A scholar is included among the top collaborators of Robert C. Jung based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Robert C. Jung. Robert C. Jung is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jung, Robert C., et al.. (2022). Spatial panel count data: modeling and forecasting of urban crimes. RePEc: Research Papers in Economics. 3(1). 5 indexed citations

Jung, Robert C., et al.. (2022). Modelling and Diagnostics of Spatially Autocorrelated Counts. Econometrics. 10(3). 31–31.

Jung, Robert C. & A. R. Tremayne. (2020). Maximum-Likelihood Estimation in a Special Integer Autoregressive Model. Econometrics. 8(2). 24–24. 1 indexed citations

Jung, Robert C., et al.. (2020). Spatial Panel Count Data Models: Modeling and Forecasting of Urban Crimes. SSRN Electronic Journal. 4 indexed citations

Jung, Robert C., et al.. (2014). Structural Breaks in Volatility Spillovers between International Financial Markets: Contagion or Mere Interdependence?. SSRN Electronic Journal. 2 indexed citations

Dimpfl, Thomas & Robert C. Jung. (2011). Financial Market Spillovers Around the Globe. SSRN Electronic Journal. 1 indexed citations

Baur, Dirk G., Thomas Dimpfl, & Robert C. Jung. (2011). Stock Return Autocorrelations Revisited: A Quantile Regression Approach. SSRN Electronic Journal. 15 indexed citations

Dimpfl, Thomas & Robert C. Jung. (2011). Financial market spillovers around the globe. Applied Financial Economics. 22(1). 45–57. 40 indexed citations

Jung, Robert C. & A. R. Tremayne. (2010). Useful models for time series of counts or simply wrong ones?. AStA Advances in Statistical Analysis. 95(1). 59–91. 75 indexed citations

10.

Jung, Robert C., Roman Liesenfeld, & Jean‐François Richard. (2010). Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity. Journal of Business and Economic Statistics. 29(1). 73–85. 40 indexed citations

11.

Jung, Robert C., Roman Liesenfeld, & Jean‐François Richard. (2008). Dynamic Factor Models for Multivariate Count Data: An Application to Stock-Market Trading Activity. SSRN Electronic Journal. 5 indexed citations

12.

Baur, Dirk G. & Robert C. Jung. (2006). Return and Volatility Linkages between the US and the German Stock Market. SSRN Electronic Journal. 1 indexed citations

13.

Jung, Robert C. & A. R. Tremayne. (2006). Binomial thinning models for integer time series. Statistical Modelling. 6(2). 81–96. 44 indexed citations

14.

Baur, Dirk G. & Robert C. Jung. (2006). Return and volatility linkages between the US and the German stock market. Journal of International Money and Finance. 25(4). 598–613. 82 indexed citations

15.

Jung, Robert C., Gerd Ronning, & A. R. Tremayne. (2005). Estimation in conditional first order autoregression with discrete support. Statistical Papers. 46(2). 195–224. 69 indexed citations

16.

Jung, Robert C. & A. R. Tremayne. (2005). Coherent forecasting in integer time series models. International Journal of Forecasting. 22(2). 223–238. 57 indexed citations

17.

Jung, Robert C., et al.. (2003). Testing for serial dependence in time series models of counts. Journal of Time Series Analysis. 24(1). 65–84. 2 indexed citations

18.

Liesenfeld, Roman & Robert C. Jung. (1997). Stochastic Volatility Models: Conditional Normality Versus Heavy-Tailed Distributions. SSRN Electronic Journal. 23 indexed citations

19.

Jung, Robert C. & Roman Liesenfeld. (1996). Testing the bivariate mixture hypothesis using German Stock market data. European Financial Management. 2(3). 273–297. 3 indexed citations

20.

Jung, Robert C. & Rainer Winkelmann. (1993). Two aspects of labor mobility: A bivariate Poisson regression approach. Empirical Economics. 18(3). 543–556. 61 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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