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 0 0 0 47 2 2 4 250
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 3 6 16 307
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 4 6 9 615
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 3 3 8 332
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 2 3 12 643
Total Working Papers 0 0 0 561 14 20 49 2,147


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
VAR Modeling for Dynamic Loadings Driving Volatility Strings 0 0 0 16 0 3 9 112
Total Journal Articles 0 0 0 16 0 3 9 112


Statistics updated 2026-05-06