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: 2024-12-03    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)

Trenkler, Carsten (3)

Brüggemann, Ralf (3)

Chikhi, Mohamed (3)

PEGUIN-FEISSOLLE, Anne (3)

Klinke, Sigbert (3)

Wang, Weining (2)

Degiannakis, Stavros (2)

Ahmad, Taleb (2)

Floros, Christos (2)

Cites to:

Bollerslev, Tim (16)

Härdle, Wolfgang (10)

Fengler, Matthias (6)

Henry, Marc (5)

Giraitis, Liudas (5)

Newey, Whitney (5)

Degiannakis, Stavros (5)

West, Kenneth (5)

Laurent, Sébastien (5)

Hurvich, Clifford (5)

Santa-Clara, Pedro (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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