Selected Publications
Modelling and Diagnostics of Spatially Autocorrelated Counts Econometrics | 2022 | Journal contribution (peer reviewed) | Glaser, S.; Jung, R.C. |
Spatial Panel Count Data: Modeling and Forecasting of Urban Crimes Journal of Spatial Econometrics | 2022 | Journal contribution (peer reviewed) | Glaser, S.; Jung, R.C.; Schweikert, K. |
| A safe Hosmer-Lemeshow test | 2022 | Technical report | Dimitriadis, T.; Henzi, A.; Puke, M.; Ziegel, J. |
Honest calibration assessment for binary outcome predictions | 2022 | Working paper | Dimitriadis, T.; Duembgen, L.; Henzi, A.; Puke, M.; Ziegel, J. |
Flight to Quality - Gold Mining Shares versus Gold Bullion Journal of International Financial Markets, Institutions & Money | 2021 | Journal contribution (peer reviewed) | Baur, D.; Prange, P.; Schweikert, K. |
Stable reliability diagrams for probabilistic classifiers PNAS | 2021 | Journal contribution (peer reviewed) | Dimitriadis, T.; Gneiting, T.; Jordan, A.I. |
A Note on Adaptive Group LASSO for Structural Break Time Series Econometrics and Statistics | 2021 | Journal contribution (peer reviewed) | Behrendt, S.; Schweikert, K. |
Forecast Encompassing Tests for the Expected Shortfall International Journal of Forecasting | 2020 | Journal contribution (peer reviewed) | Dimitriadis, T.; Schnaitmann, J. |
Regression-Based Expected Shortfall Backtesting Journal of Financial Econometrics | 2020 | Journal contibution (peer reviewed) | Dimitriadis, T.; Bayer, S. |
Journal of Forecasting | 2021 | Journal contribution (peer reviewed) | Kuck, K.; Schweikert, K. |
A Comparison of Different Data-Driven Procedures to Determine the Bunching Window Public Finance Review | 2020 | Journal contribution (peer reviewed) | Dekker, V.; Schweikert, K. |
Price Regulations and Price Adjustment Dynamics: Evidence from the Austrian Retail Fuel Market Journal of Transportation Economics and Policy | 2020 | Journal contribution (peer reviewed) | Fasoula, E.; Schweikert, K. |
Testing for cointegration with threshold adjustment in the presence of structural breaks Studies in Nonlinear Dynamics & Econometrics | 2020 | Journal contribution (peer reviewed) | Schweikert, K. |
Maximum-Likelihood Estimation in a Special Integer Autoregressive Model Econometrics | 2020 | Journal contribution (peer reviewed) | Jung, R.C.; Tremayne, A.R. |
| Evaluating probabilistic classifiers: Reliability diagrams and score decompositions revisited | 2020 | Working paper | Dimitriadis, T.; Gneiting, T.; Jordan, A.I. |
The timing of the flight to gold: An intraday analysis of gold and the S&P500 Finance Research Letters | 2020 | Journal contribution (peer reviewed) | Baur, D.; Kuck, K. |
International Journal of Disaster Risk Reduction | 2019 | Journal contribution (peer reviewed) | Schempp, T.; Zhang, H.; Schmidt, A.; Hong, M.; Akerkar, R. |
Testing Forecast Rationality for Measures of Central Tendency | 2019 | Working paper | Dimitriadis, T.; Patton, A.J., Schmidt, P. |
Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach Empirical Economics | 2019 | Journal contribution (peer reviewed) | Schweikert, K. |
Bootstrap confidence intervals and hypothesis testing for market information shares Journal of Financial Econometrics | 2019 | Journal contribution (peer reviewed) | Schweikert, K. |
On the validity of tests for asymmetry in residual-based threshold cointegration model Econometrics | 2019 | Journal contribution (peer reviewed) | Schild, K.H.; Schweikert, K. |
Intra-day dynamics of exchange rates The Quarterly Review of Economics and Finance | 2019 | Journal contribution (peer reviewed) | Kuck, K.; Maderitsch, R. |
Journal of Banking & Finance, 96, 355-367 | 2018 | Journal contribution (peer reviewed) | Schmidt, A.; Behrendt, S. |
An integrated crowdsourced framework for disaster relief distribution The Quarterly Review of Economics and Finance | 2018 | Journal contribution (peer reviewed) | Schempp, T.; Hong, M.; Zhang, H.; Akerkar, R.; Schmidt, A. |
Are gold and silver cointegrated? New evidence from quantile cointegrating regressions | 2018 | Journal contribution (peer reviewed) | Schweikert, K. |
| Bitcoin, gold and the US dollar – A replication and extension Finance Research Letters | 2018 | Journal contribution (peer reviewed) | Baur, D.; Dimpfl, T.; Kuck, K. |
A review of spatial econometric models for count data | 2017 | Discussion paper | Glaser, S. |
| 24-Hour realized volatilities and transatlantic volatility interdependence Quantitative Finance | 2017 | Journal contribution (peer reviewed) | Maderitsch, R. |
| A Markov regime-switching model of crude oil market integration Journal of Commodity Markets | 2017 | Journal contribution (peer reviewed) | Kuck, K.; Schweikert, K. |
| Price discovery in agricultural commodity markets in the presence of futures speculation Journal of Commodity Markets | 2017 | Journal contribution (peer reviewed) | Dimpfl, T.; Flad, M.; Jung, R. |
Model Validation and Diagnostics Handbook of Discrete-Valued Time Series | 2016 | Handbook contribution | Jung, R.; McCabe, B.P.M.; Tremayne, A.R. |
| Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions Economics Letters | 2015 | Journal contribution (peer reviewed) | Kuck, K.; Maderitsch, R.; Schweikert, K. |
| Information transmission between stock markets in Hong Kong, Europe and the US: New evidence on time- and state-dependence Pacific-Basin Finance Journal | 2015 | Journal contribution (peer reviewed) | Maderitsch, R. |
| Spillovers from the US to stock markets in Asia: A quantile regression approach Applied Economics | 2015 | Journal contribution | Maderitsch, R. |
| Efficient Method of Moments Estimators for Integer Time Series Models Journal of Time Series Analysis | 2014 | Journal contribution (peer reviewed) | Martin, Vance; Tremayne, A.R.; Jung, R. |
| Monitoring household liquidity constraints across Europe: a panel approach International Economics and Economic Policy | 2014 | Journal contribution (peer reviewed) | Schlenker, E.; Maderitsch, R. |
| Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? Journal of Banking & Finance | 2014 | Journal contribution (peer reviewed) | Jung, R.; Maderitsch, R. |
| Financial Market Spillovers around the Globe Applied Financial Economics | 2012 | Journal contribution (peer reviewed) | Dimpfl, T.; Jung, R. |
| Stock Return Autocorrelations Revisited: A Quantile Regression Approach Journal of Empirical Finance | 2012 | Journal contribution (peer reviewed) | Baur, D.; Dimpfl, T.; Jung, R. |
| Convolution-closed Models for Count Time Series Journal of Time Series Analysis | 2011 | Journal contribution (peer reviewed) | Jung, R.; Tremayne, A.R. |
| Dynamic Factor Models for Multivariate Count Data: An Application to Stock-market Trading Activity Journal of Business and Economics Statistics | 2011 | Journal contribution (peer reviewed) | Jung, R.; Liesenfeld, R.; Richard, J.-F. |
| Useful Models for Time Series of Counts or Simply Wrong Ones Advances in Statistical Analysis | 2011 | Journal contribution (peer reviewed) | Jung, R.; Tremayne, A.R. |