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Julius Mungo

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This is information that was supplied by Julius Mungo in registering through RePEc. If you are Julius Mungo , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Julius
Middle Name:
Last Name: Mungo
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RePEc Short-ID: pmu160

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Affiliation

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Works

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Working papers

  1. Ji Cao & Wolfgang Härdle & Julius Mungo, 2009. "A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics," SFB 649 Discussion Papers SFB649DP2009-019, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Wolfgang Härdle & Julius Mungo, 2008. "Value-at-Risk and Expected Shortfall when there is long range dependence," SFB 649 Discussion Papers SFB649DP2008-006, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Härdle & Julius Mungo, 2007. "Long Memory Persistence in the Factor of Implied Volatility Dynamics," SFB 649 Discussion Papers SFB649DP2007-027, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2006. "VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings," SFB 649 Discussion Papers SFB649DP2006-011, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Taleb Ahmad & Wolfgang Härdle & Julius Mungo, 2006. "On the Difficulty to Design Arabic E-learning System in Statistics," SFB 649 Discussion Papers SFB649DP2006-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

Articles

  1. Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(3), pages 361-381, Summer.

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2006-02-12 2007-05-26 2008-01-12 2009-04-18. Author is listed
  2. NEP-EDU: Education (1) 2006-09-23
  3. NEP-ETS: Econometric Time Series (2) 2006-02-12 2007-05-26. Author is listed
  4. NEP-FMK: Financial Markets (1) 2008-01-12
  5. NEP-MAC: Macroeconomics (1) 2006-02-12
  6. NEP-RMG: Risk Management (1) 2008-01-12

Statistics

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Co-authorship network on CollEc

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