julius mungo : Citation Profile


Are you julius mungo?

3

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

1

Articles

5

Papers

RESEARCH ACTIVITY:

   3 years (2006 - 2009). See details.
   Cites by year: 10
   Journals where julius mungo has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu160
   Updated: 2022-09-17    RAS profile: 2019-03-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with julius mungo.

Is cited by:

Härdle, Wolfgang (5)

Aloui, Chaker (4)

Chikhi, Mohamed (3)

Brüggemann, Ralf (3)

PEGUIN-FEISSOLLE, Anne (3)

Trenkler, Carsten (3)

Klinke, Sigbert (3)

Degiannakis, Stavros (2)

Feng, Yuanhua (2)

Floros, Christos (2)

Liao, Yin (2)

Cites to:

Bollerslev, Tim (8)

Härdle, Wolfgang (7)

Fengler, Matthias (5)

Granger, Clive (5)

Newey, Whitney (3)

Borak, Szymon (3)

Phillips, Peter (3)

West, Kenneth (3)

Laurent, Sébastien (3)

Sibbertsen, Philipp (3)

Lobato, Ignacio (3)

Main data


Where julius mungo has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5

Recent works citing julius mungo (2022 and 2021)


YearTitle of citing document
2021Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. (2021). Uhde, Andre ; Feng, Yuanhua ; Letmathe, Sebastian. In: Working Papers CIE. RePEc:pdn:ciepap:141.

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Works by julius mungo:


YearTitleTypeCited
2006VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper2
2006On the Difficulty to Design Arabic E-learning System in Statistics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper3
2007Long Memory Persistence in the Factor of Implied Volatility Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper3
2008Value-at-Risk and Expected Shortfall when there is long range dependence. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper12
2009A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper5
2008VAR Modeling for Dynamic Loadings Driving Volatility Strings In: The Journal of Financial Econometrics.
[Full Text][Citation analysis]
article7

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