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Alexander, Carol
149
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9
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ECONIS (ZBW)
RePEc
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14
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1
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1
Value at risk models
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003758439
Saved in:
2
Statistical models of operational loss
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765463
Saved in:
3
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
4
Hedging the risk of an energy futures portfolio
Alexander, Carol
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 117-127)
.
2008
Persistent link: https://www.econbiz.de/10003787695
Saved in:
5
Quantitative methods in finance
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003690818
Saved in:
6
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
Saved in:
7
Market risk analysis
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003659391
Saved in:
8
The present and future of financial risk management
Alexander, Carol
- In:
Journal of financial econometrics : official journal of …
3
(
2005
)
1
,
pp. 3-25
Persistent link: https://www.econbiz.de/10002574491
Saved in:
9
Assessment of operational risk capital
Alexander, Carol
- In:
Risk management : challenge and opportunity ; with 125 …
,
(pp. 279-301)
.
2005
Persistent link: https://www.econbiz.de/10002447822
Saved in:
10
Normal mixture diffusion with uncertain volatility : modelling short- and long-term smile effects
Alexander, Carol
- In:
Journal of banking & finance
28
(
2004
)
12
,
pp. 2957-2980
Persistent link: https://www.econbiz.de/10002410726
Saved in:
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