Citation profile for julius mungo

julius mungo : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   3 years (2006 - 2009). See details.
   Cites by year: 11
   Journals where julius mungo has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 1 (2.94 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmu160
   Updated: 2024-11-04    RAS profile: 2022-11-20
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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)

Klinke, Sigbert (3)

Trenkler, Carsten (3)

Brüggemann, Ralf (3)

PEGUIN-FEISSOLLE, Anne (3)

Feng, Yuanhua (2)

Roca, Eduardo (2)

Okhrin, Ostap (2)

Floros, Christos (2)

Cites to:

Bollerslev, Tim (16)

Härdle, Wolfgang (10)

Fengler, Matthias (6)

Hurvich, Clifford (5)

Laurent, Sébastien (5)

Degiannakis, Stavros (5)

Henry, Marc (5)

Newey, Whitney (5)

West, Kenneth (5)

Giraitis, Liudas (5)

Ghysels, Eric (4)

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, Germany	5
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	5

Recent works citing julius mungo (2024 and 2023)

Year	Title of citing document

Works by julius mungo:

Year	Title	Type	Cited
2006	VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	2
2006	On the Difficulty to Design Arabic E-learning System in Statistics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2007	Long Memory Persistence in the Factor of Implied Volatility Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2008	Value-at-Risk and Expected Shortfall when there is long range dependence. In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	12
2009	A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	5
2008	VAR Modeling for Dynamic Loadings Driving Volatility Strings In: Journal of Financial Econometrics. [Full Text][Citation analysis]	article	8
	In: . [Full Text][Citation analysis]	paper	0
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	In: . [Full Text][Citation analysis]	paper	0