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~person:"Alexander, Carol"
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Hedging
32
Theorie
17
Theory
17
ARCH model
16
ARCH-Modell
16
Volatility
16
Volatilität
16
Derivat
15
Derivative
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Alexander, Carol
McAleer, Michael
275
Broll, Udo
234
Bouri, Elie
117
Caporale, Guglielmo Maria
110
Chang, Chia-Lin
110
Fabozzi, Frank J.
106
Lien, Da-hsiang Donald
102
Gupta, Rangan
98
Engle, Robert F.
92
Corbet, Shaen
91
Lucey, Brian M.
91
Wahl, Jack E.
89
Kit, Pong Wong
76
Hafner, Christian M.
71
Hammoudeh, Shawkat
66
Ma, Feng
66
Bauwens, Luc
64
Hull, John
63
Tiwari, Aviral Kumar
63
Teräsvirta, Timo
62
Härdle, Wolfgang
60
Caporin, Massimiliano
58
Yarovaya, Larisa
57
Kang, Sang Hoon
55
Mensi, Walid
53
Platen, Eckhard
52
Benth, Fred Espen
51
Jarrow, Robert A.
51
Karanasos, Menelaos
51
Conrad, Christian
50
Brooks, Robert
47
Herwartz, Helmut
47
Acharya, Viral V.
46
Francq, Christian
46
Shiller, Robert J.
44
Urquhart, Andrew
44
Auer, Raphael A.
43
Madan, Dilip B.
43
Baur, Dirk G.
42
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Henley Business School, University of Reading
5
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1
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
5
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5
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3
The journal of futures markets
3
International journal of forecasting
2
International review of financial analysis
2
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2
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1
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1
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1
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1
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1
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1
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1
ICMA Centre Discussion Papers in Finance DP 2011-08
1
International journal of theoretical and applied finance
1
Journal of applied econometrics
1
Journal of economic behavior & organization : JEBO
1
Journal of financial stability
1
Market risk analysis / Carol Alexander
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
McGraw-Hill finance & investing
1
Oxford bulletin of economics and statistics
1
PRMIA risk management series
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Risk management in commodity markets : from shipping to agricuturals and energy
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ECONIS (ZBW)
48
RePEc
6
USB Cologne (EcoSocSci)
2
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1
Crypto quanto and inverse options
Alexander, Carol
;
Chen, Ding
;
Imeraj, Arben
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10014370619
Saved in:
2
The role of binance in
bitcoin
volatility transmission
Alexander, Carol
;
Heck, Daniel F.
;
Kaeck, Andreas
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10013554065
Saved in:
3
Hedging
with automatic liquidation and leverage selection on
bitcoin
futures
Alexander, Carol
;
Deng, Jun
;
Zou, Bin
- In:
European journal of operational research : EJOR
306
(
2023
)
1
,
pp. 478-493
Persistent link: https://www.econbiz.de/10014278033
Saved in:
4
The (de)merits of minimum-variance
hedging
: application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
5
The (de)merits of minimum-variance
hedging
: application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
-
2012
Persistent link: https://www.econbiz.de/10009520538
Saved in:
6
Price discovery and microstructure in ether spot and
derivative
markets
Alexander, Carol
;
Choi, Jaehyuk
;
Massie, Hamish R. A.
; …
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012435768
Saved in:
7
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth A.
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10003778713
Saved in:
8
Normal mixture GARCH (1,1) : applications to exchange rate modelling
Alexander, Carol
;
Lazar, Emese
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 307-336
Persistent link: https://www.econbiz.de/10003315990
Saved in:
9
Modelling regime-specific stock price volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-797
Persistent link: https://www.econbiz.de/10003898987
Saved in:
10
Analytic approximations to GARCH aggregated returns distributions with applications to VaR and ETL
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
2011
Persistent link: https://www.econbiz.de/10009375528
Saved in:
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