Narrow search
Showing 1 - 10 of 41
Cover Image
Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439
Cover Image
The continuous limit of weak GARCH
Alexander, Carol; Lazar, Emese - In: Econometric reviews 40 (2021) 2, pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Cover Image
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol; Dakos, Michael - In: Quantitative finance 23 (2023) 3, pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Cover Image
Commodity options
Alexander, Carol; Venkatramanan, Aanand - In: The handbook of commodity investing, (pp. 570-595). 2008
Persistent link: https://www.econbiz.de/10003795214
Cover Image
Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
Cover Image
Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818
Cover Image
Practical financial econometrics
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003710762
Cover Image
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas; Alexander, Carol - 2010
Persistent link: https://www.econbiz.de/10009375864
Cover Image
Does model fit matter for hedging? : evidence from FTSE 100 options
Alexander, Carol; Kaeck, Andreas - 2010
Persistent link: https://www.econbiz.de/10009375867
Cover Image
Risk-adjusted valuation of the real option to invest
Alexander, Carol; Chen, Xi; Ward, Charles W. R. - 2014
Persistent link: https://www.econbiz.de/10010528435