Publikationen
| Are gold and silver cointegrated? New evidence from quantile cointegrating regressions Journal of Banking & Finance | 2018 | Zeitschriftenbeitrag (peer-reviewed) | Schweikert, K. |
| Bitcoin, gold and the US dollar – A replication and extension Finance Research Letters | 2018 | Zeitschriftenbeitrag (peer-reviewed) | Baur, D.; Dimpfl, T.; Kuck, K. |
| Price Regulations and Price Adjustment Dynamics: Evidence from the Austrian Retail Fuel Market | 2018 | Arbeitspapier/Diskussionspapier | Fasoula, E..; Schweikert, K. |
| Testing for cointegration with threshold adjustment in the presence of structural breaks | 2018 | Arbeitspapier/Diskussionspapier | Schweikert, K. |
| 24-Hour realized volatilities and transatlantic volatility interdependence Quantitative Finance | 2017 | Zeitschriftenbeitrag (peer-reviewed) | Maderitsch, R. |
| A Markov regime-switching model of crude oil market integration Journal of Commodity Markets | 2017 | Zeitschriftenbeitrag (peer-reviewed) | Kuck, K.; Schweikert, K. |
| Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach Empirical Economics | 2017 | Zeitschriftenbeitrag (peer-reviewed) | Schweikert, K. |
| Price discovery in agricultural commodity markets in the presence of futures speculation Journal of Commodity Markets | 2017 | Zeitschriftenbeitrag (peer-reviewed) | Dimpfl, T.; Flad, M.; Jung, R. |
| Asymmetric over- and undershooting of major exchange rates: Evidence from quantile regressions Economics Letters | 2015 | Zeitschriftenbeitrag (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 | Zeitschriftenbeitrag (peer-reviewed) | Maderitsch, R. |
| Model Validation and Diagnostics Handbook of Discrete-Valued Time Series | 2015 | Beitrag in Handbuch | Jung, R.; McCabe, B.P.M.; Tremayne, A.R. |
| Spillovers from the US to stock markets in Asia: A quantile regression approach Applied Economics | 2015 | Zeitschriftenbeitrag | Maderitsch, R. |
| Efficient Method of Moments Estimators for Integer Time Series Models Journal of Time Series Analysis | 2014 | Zeitschriftenbeitrag (peer-reviewed) | Martin, Vance; Tremayne, A.R.; Jung, R. |
| Monitoring household liquidity constraints across Europe: a panel approach International Economics and Economic Policy | 2014 | Zeitschriftenbeitrag (peer-reviewed) | Schlenker, E.; Maderitsch, R. |
| Structural breaks in volatility spillovers between international financial markets: Contagion or mere interdependence? Journal of Banking & Finance | 2014 | Zeitschriftenbeitrag (peer-reviewed) | Jung, R.; Maderitsch, R. |
| Financial Market Spillovers around the Globe Applied Financial Economics | 2012 | Zeitschriftenbeitrag (peer-reviewed) | Dimpfl, T.; Jung, R. |
| Stock Return Autocorrelations Revisited: A Quantile Regression Approach Journal of Empirical Finance | 2012 | Zeitschriftenbeitrag (peer-reviewed) | Baur, D.; Dimpfl, T.; Jung, R. |
| Convolution-closed Models for Count Time Series Journal of Time Series Analysis | 2011 | Zeitschriftenbeitrag (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 | Zeitschriftenbeitrag (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 | Zeitschriftenbeitrag (peer-reviewed) | Jung, R.; Tremayne, A.R. |
| A Common Factor Analysis for the US and the German Stock Market During Overlapping Trading Hours J. of Int. Financial Markets, Institutions and Money | 2008 | Zeitschriftenbeitrag (peer-reviewed) | Jung, R.; Flad, M. |
| Estimation and Testing in Time Series Models with Integer Support Correlated Data Modelling. Proceedings, Turin 2004 | 2007 | Buchbeitrag | Jung, R.; Traemayne, A.R. |
| Binomial Thinning Models for Integer Time Series Statistical Modelling | 2006 | Zeitschriftenbeitrag (peer-reviewed) | Jung, R.; Tremayne, A.R. |
| Coherent Forecasting in Integer Time Series Models International Journal of Forecasting | 2006 | Zeitschriftenbeitrag (peer-reviewed) | Jung, R. und Tremayne, A.R. |
| Return and Volatility Linkages between the US and the German Stock Market Journal of International Money & Finance | 2006 | Zeitschriftenbeitrag (peer-reviewed) | Baur, D.; Jung, R. |