Access Statistics for Julius Mungo

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics 3 8 23 23 7 26 71 71
Long Memory Persistence in the Factor of Implied Volatility Dynamics 1 4 20 75 5 9 46 135
On the Difficulty to Design Arabic E-learning System in Statistics 2 4 18 59 8 20 117 423
VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings 0 1 10 92 3 5 33 244
Value-at-Risk and Expected Shortfall when there is long range dependence 9 19 59 148 24 48 183 337
Total Working Papers 15 36 130 397 47 108 450 1,210


Statistics updated 2009-11-04