Browsing All of EconStor by Author Mungo, Julius
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2006 | VAR modeling for dynamic semiparametric factors of volatility strings | Brüggemann, Ralf; Härdle, Wolfgang Karl; Mungo, Julius; Trenkler, Carsten |
2006 | On the difficulty to design Arabic e-learning system in statistics | Ahmad, Taleb; Härdle, Wolfgang Karl; Mungo, Julius |
2007 | Long memory persistence in the factor of Implied volatility dynamics | Härdle, Wolfgang Karl; Mungo, Julius |
2008 | Value-at-risk and expected shortfall when there is long range dependence | Härdle, Wolfgang Karl; Mungo, Julius |
2009 | A joint analysis of the KOSPI 200 option and ODAX option markets dynamics | Cao, Ji; Härdle, Wolfgang Karl; Mungo, Julius |