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 1 1 1 247
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 2 4 6 295
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 1 2 4 608
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 2 4 4 328
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 1 4 634
Total Working Papers 0 0 0 561 6 12 19 2,112


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 3 4 5 108
Total Journal Articles 0 0 0 16 3 4 5 108


Statistics updated 2026-01-09