julius mungo
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mungo |
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- VAR Modeling for Dynamic Semiparametric Factors of Volatility Strings (RePEc:hum:wpaper:sfb649dp2006-011)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - On the Difficulty to Design Arabic E-learning System in Statistics (RePEc:hum:wpaper:sfb649dp2006-062)
by Taleb Ahmad & Wolfgang Härdle & Julius Mungo - Long Memory Persistence in the Factor of Implied Volatility Dynamics (RePEc:hum:wpaper:sfb649dp2007-027)
by Wolfgang Härdle & Julius Mungo - Value-at-Risk and Expected Shortfall when there is long range dependence (RePEc:hum:wpaper:sfb649dp2008-006)
by Wolfgang Härdle & Julius Mungo - A Joint Analysis of the KOSPI 200 Option and ODAX Option Markets Dynamics (RePEc:hum:wpaper:sfb649dp2009-019)
by Ji Cao & Wolfgang Härdle & Julius Mungo - VAR Modeling for Dynamic Loadings Driving Volatility Strings (RePEc:oup:jfinec:v:6:y:2008:i:3:p:361-381)
by Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler - VAR modeling for dynamic semiparametric factors of volatility strings (RePEc:zbw:sfb649:sfb649dp2006-011)
by Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten - On the difficulty to design Arabic e-learning system in statistics (RePEc:zbw:sfb649:sfb649dp2006-062)
by Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius - Long memory persistence in the factor of Implied volatility dynamics (RePEc:zbw:sfb649:sfb649dp2007-027)
by Härdle, Wolfgang Karl & Mungo, Julius - Value-at-risk and expected shortfall when there is long range dependence (RePEc:zbw:sfb649:sfb649dp2008-006)
by Härdle, Wolfgang Karl & Mungo, Julius - A joint analysis of the KOSPI 200 option and ODAX option markets dynamics (RePEc:zbw:sfb649:sfb649dp2009-019)
by Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius