3
H index
1
i10 index
32
Citations
julius mungo : Citation Profile
| RESEARCH PRODUCTION: 1 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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3 years (2006 - 2009). 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:
| Cites to:
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Main data
Where julius mungo has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 5 |
Recent works citing julius mungo (2025 and 2024)
| 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 | 2 |
| 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 |
| 2006 | VAR modeling for dynamic semiparametric factors of volatility strings In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | On the difficulty to design Arabic e-learning system in statistics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Long memory persistence in the factor of Implied volatility dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Value-at-risk and expected shortfall when there is long range dependence In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A joint analysis of the KOSPI 200 option and ODAX option markets dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team