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 0 2 2 248
Long memory persistence in the factor of Implied volatility dynamics 0 0 0 102 1 9 11 302
On the difficulty to design Arabic e-learning system in statistics 0 0 0 82 1 3 5 610
VAR modeling for dynamic semiparametric factors of volatility strings 0 0 0 105 0 3 5 329
Value-at-risk and expected shortfall when there is long range dependence 0 0 0 225 0 6 9 640
Total Working Papers 0 0 0 561 2 23 32 2,129


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 2 6 8 111
Total Journal Articles 0 0 0 16 2 6 8 111


Statistics updated 2026-03-04