Julius Mungo
Personal Details
First Name: | Julius |
Middle Name: | |
Last Name: | Mungo |
Suffix: | |
RePEc Short-ID: | pmu160 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2009 Institut für Statistik und Ökonometrie (ISÖ); Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy) |
Research output
Jump to: Working papers ArticlesWorking papers
- Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009. "A joint analysis of the KOSPI 200 option and ODAX option markets dynamics," SFB 649 Discussion Papers 2009-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Mungo, Julius, 2008. "Value-at-risk and expected shortfall when there is long range dependence," SFB 649 Discussion Papers 2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Mungo, Julius, 2007. "Long memory persistence in the factor of Implied volatility dynamics," SFB 649 Discussion Papers 2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten, 2006. "VAR modeling for dynamic semiparametric factors of volatility strings," SFB 649 Discussion Papers 2006-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius, 2006. "On the difficulty to design Arabic e-learning system in statistics," SFB 649 Discussion Papers 2006-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius, 2006.
"On the difficulty to design Arabic e-learning system in statistics,"
SFB 649 Discussion Papers
2006-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
repec:hum:wpaper:sfb649dp2009-019 is not listed on IDEAS
repec:hum:wpaper:sfb649dp2006-011 is not listed on IDEAS
Articles
- Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008. "VAR Modeling for Dynamic Loadings Driving Volatility Strings," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 361-381, Summer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009.
"A joint analysis of the KOSPI 200 option and ODAX option markets dynamics,"
SFB 649 Discussion Papers
2009-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Roland Strausz, 2010.
"The Political Economy of Regulatory Risk,"
CESifo Working Paper Series
2953, CESifo.
- Strausz, Roland, 2009. "The political economy of regulatory risk," SFB 649 Discussion Papers 2009-040, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Grajek, Michał & Röller, Lars-Hendrik, 2009.
"Regulation and investment in network industries: Evidence from European telecoms,"
SFB 649 Discussion Papers
2009-039, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Michal Grajek & Lars-Hendrik Röller, 2009. "Regulation and investment in network industries: Evidence from European telecoms," ESMT Research Working Papers ESMT-09-004, ESMT European School of Management and Technology.
- Michał Grajek & Lars-Hendrik Röller, 2012. "Regulation and Investment in Network Industries: Evidence from European Telecoms," Journal of Law and Economics, University of Chicago Press, vol. 55(1), pages 189-216.
- Grith, Maria & Härdle, Wolfgang Karl & Park, Juhyun, 2009. "Shape invariant modelling pricing kernels and risk aversion," SFB 649 Discussion Papers 2009-041, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012.
"Modelling and forecasting liquidity supply using semiparametric factor dynamics,"
Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," CFS Working Paper Series 2009/18, Center for Financial Studies (CFS).
- Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2009. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," SFB 649 Discussion Papers 2009-044, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Choroś, Barbara & Härdle, Wolfgang Karl & Okhrin, Ostap, 2009. "CDO and HAC," SFB 649 Discussion Papers 2009-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Roland Strausz, 2010.
"The Political Economy of Regulatory Risk,"
CESifo Working Paper Series
2953, CESifo.
- Härdle, Wolfgang Karl & Mungo, Julius, 2008.
"Value-at-risk and expected shortfall when there is long range dependence,"
SFB 649 Discussion Papers
2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013.
"SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence,"
Post-Print
hal-01499630, HAL.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 249-265, February.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers 1214, Aix-Marseille School of Economics, France.
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers halshs-00793203, HAL.
- Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Aloui, Chaker & Mabrouk, Samir, 2010. "Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models," Energy Policy, Elsevier, vol. 38(5), pages 2326-2339, May.
- Liao, Yin, 2013. "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 25-48.
- Aloui, Chaker & Hamida, Hela ben, 2014. "Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 349-380.
- Chaker Aloui, 2015. "Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(2), pages 160-192.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013.
"Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence,"
International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
- Chaker Aloui, 2011. "Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 289-326, May.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013.
"SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence,"
Post-Print
hal-01499630, HAL.
- Härdle, Wolfgang Karl & Mungo, Julius, 2008.
"Value-at-risk and expected shortfall when there is long range dependence,"
SFB 649 Discussion Papers
2008-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013.
"SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence,"
Post-Print
hal-01499630, HAL.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2013. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Computational Economics, Springer;Society for Computational Economics, vol. 41(2), pages 249-265, February.
- Mohamed Chikhi & Anne Péguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," AMSE Working Papers 1214, Aix-Marseille School of Economics, France.
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2012. "SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence," Working Papers halshs-00793203, HAL.
- Yin Liao, 2012. "Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction," CAMA Working Papers 2012-26, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Aloui, Chaker & Mabrouk, Samir, 2010. "Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models," Energy Policy, Elsevier, vol. 38(5), pages 2326-2339, May.
- Liao, Yin, 2013. "The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 25-48.
- Aloui, Chaker & Hamida, Hela ben, 2014. "Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 349-380.
- Chaker Aloui, 2015. "Volatility forecasting and risk management in some MENA stock markets: a nonlinear framework," Afro-Asian Journal of Finance and Accounting, Inderscience Enterprises Ltd, vol. 5(2), pages 160-192.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013.
"Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence,"
International Review of Financial Analysis, Elsevier, vol. 27(C), pages 21-33.
- Degiannakis, Stavros & Floros, Christos & Dent, Pamela, 2013. "Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence," MPRA Paper 80433, University Library of Munich, Germany.
- Chaker Aloui, 2011. "Latin American stock markets’ volatility spillovers during the financial crises: a multivariate FIAPARCH-DCC framework," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 4(2), pages 289-326, May.
- Sebastian Letmathe & Yuanhua Feng & André Uhde, 2021. "Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall," Working Papers CIE 141, Paderborn University, CIE Center for International Economics.
- Mohamed Chikhi & Anne Peguin-Feissolle & Michel Terraza, 2013.
"SEMIFARMA-HYGARCH Modeling of Dow Jones Return Persistence,"
Post-Print
hal-01499630, HAL.
- Härdle, Wolfgang Karl & Mungo, Julius, 2007.
"Long memory persistence in the factor of Implied volatility dynamics,"
SFB 649 Discussion Papers
2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Feng, Yuanhua & Beran, Jan, 2007.
"Optimal convergence rates in nonparametric regression with fractional time series errors,"
CoFE Discussion Papers
07/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Feng, Yuanhua, 2002. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Papers 02/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Yuanhua Feng & Jan Beran, 2013. "Optimal convergence rates in non-parametric regression with fractional time series errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 30-39, January.
- Ranjit Kumar Paul & Bishal Gurung & Sandipan Samanta, 2015. "Analyzing the Effect of Dual Long Memory Process in Forecasting Agricultural Prices in Different Markets of India," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(4), pages 235-249.
- Feng, Yuanhua & Beran, Jan, 2007.
"Optimal convergence rates in nonparametric regression with fractional time series errors,"
CoFE Discussion Papers
07/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Härdle, Wolfgang Karl & Mungo, Julius, 2007.
"Long memory persistence in the factor of Implied volatility dynamics,"
SFB 649 Discussion Papers
2007-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Feng, Yuanhua & Beran, Jan, 2007.
"Optimal convergence rates in nonparametric regression with fractional time series errors,"
CoFE Discussion Papers
07/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Feng, Yuanhua, 2002. "Optimal Convergence Rates in Nonparametric Regression with Fractional Time Series Errors," CoFE Discussion Papers 02/01, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Yuanhua Feng & Jan Beran, 2013. "Optimal convergence rates in non-parametric regression with fractional time series errors," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(1), pages 30-39, January.
- Ranjit Kumar Paul & Bishal Gurung & Sandipan Samanta, 2015. "Analyzing the Effect of Dual Long Memory Process in Forecasting Agricultural Prices in Different Markets of India," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 4(4), pages 235-249.
- Feng, Yuanhua & Beran, Jan, 2007.
"Optimal convergence rates in nonparametric regression with fractional time series errors,"
CoFE Discussion Papers
07/15, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Brüggemann, Ralf & Härdle, Wolfgang Karl & Mungo, Julius & Trenkler, Carsten, 2006.
"VAR modeling for dynamic semiparametric factors of volatility strings,"
SFB 649 Discussion Papers
2006-011, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Härdle, Wolfgang Karl & Majer, Piotr, 2012. "Yield curve modeling and forecasting using semiparametric factor dynamics," SFB 649 Discussion Papers 2012-048, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Ostap Okhrin & Stefan Trück, 2015. "Editorial to the special issue on Applicable semiparametrics of computational statistics," Computational Statistics, Springer, vol. 30(3), pages 641-646, September.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius, 2006.
"On the difficulty to design Arabic e-learning system in statistics,"
SFB 649 Discussion Papers
2006-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"Using wiki to build an e-learning system in statistics in the Arabic language,"
Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert, 2007. "Using Wiki to build an e-learning system in statistics in Arabic language," SFB 649 Discussion Papers 2007-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007.
"On the utility of e-learning in statistics,"
SFB 649 Discussion Papers
2007-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al, 2008. "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers 2008-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"Using wiki to build an e-learning system in statistics in the Arabic language,"
Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Mungo, Julius, 2006.
"On the difficulty to design Arabic e-learning system in statistics,"
SFB 649 Discussion Papers
2006-062, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
Cited by:
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"Using wiki to build an e-learning system in statistics in the Arabic language,"
Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert, 2007. "Using Wiki to build an e-learning system in statistics in Arabic language," SFB 649 Discussion Papers 2007-031, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Härdle, Wolfgang Karl & Klinke, Sigbert & Ziegenhagen, Uwe, 2007.
"On the utility of e-learning in statistics,"
SFB 649 Discussion Papers
2007-050, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Wolfgang Härdle & Sigbert Klinke & Uwe Ziegenhagen, 2007. "On the Utility of E‐Learning in Statistics," International Statistical Review, International Statistical Institute, vol. 75(3), pages 355-364, December.
- Ahmad, Taleb & Härdle, Wolfgang Karl & Klinke, Sigbert & Awadhi, Shafeeqah Al, 2008. "Using R, LaTeX and Wiki for an Arabic e-learning platform," SFB 649 Discussion Papers 2008-030, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Taleb Ahmad & Wolfgang Härdle & Sigbert Klinke & Shafiqah Alawadhi, 2013.
"Using wiki to build an e-learning system in statistics in the Arabic language,"
Computational Statistics, Springer, vol. 28(2), pages 481-491, April.
Articles
- Ralf Brüggemann & Wolfgang Härdle & Julius Mungo & Carsten Trenkler, 2008.
"VAR Modeling for Dynamic Loadings Driving Volatility Strings,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 361-381, Summer.
Cited by:
- Eduardo Roca & Victor S.H. Wong & Gurudeo Anand Tularam, 2010. "Are socially responsible investment markets worldwide integrated?," Accounting Research Journal, Emerald Group Publishing Limited, vol. 23(3), pages 281-301, November.
- Cao, Ji & Härdle, Wolfgang Karl & Mungo, Julius, 2009. "A joint analysis of the KOSPI 200 option and ODAX option markets dynamics," SFB 649 Discussion Papers 2009-019, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Giacomini, Enzo & Härdle, Wolfgang Karl & Krätschmer, Volker, 2008.
"Dynamic semiparametric factor models in risk neutral density estimation,"
SFB 649 Discussion Papers
2008-038, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2009. "Dynamic semiparametric factor models in risk neutral density estimation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 93(4), pages 387-402, December.
- Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten, 2014.
"Inference in VARs with Conditional Heteroskedasticity of Unknown Form,"
Working Papers
14-21, University of Mannheim, Department of Economics.
- Brüggemann, Ralf & Jentsch, Carsten & Trenkler, Carsten, 2016. "Inference in VARs with conditional heteroskedasticity of unknown form," Journal of Econometrics, Elsevier, vol. 191(1), pages 69-85.
- Ralf Brüggemann & Carsten Jentsch & Carsten Trenkler, 2014. "Inference in VARs with Conditional Heteroskedasticity of Unknown Form," Working Paper Series of the Department of Economics, University of Konstanz 2014-13, Department of Economics, University of Konstanz.
- Chen, Likai & Wang, Weining & Wu, Wei Biao, 2017. "Dynamic semiparametric factor model with a common break," SFB 649 Discussion Papers 2017-026, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Eduardo Roca & Gurudeo Anand Tularam, 2012. "Which way does water flow? An econometric analysis of the global price integration of water stocks," Applied Economics, Taylor & Francis Journals, vol. 44(23), pages 2935-2944, August.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ECM: Econometrics (4) 2006-02-12 2007-05-26 2008-01-12 2009-04-18
- NEP-ETS: Econometric Time Series (2) 2006-02-12 2007-05-26
- NEP-EDU: Education (1) 2006-09-23
- NEP-FMK: Financial Markets (1) 2008-01-12
Corrections
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