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Kaeck, Andreas
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Alexander, Carol
7
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Nogueira, Leonardo M.
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Journal of banking & finance
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The journal of futures markets
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European financial management : the journal of the European Financial Management Association
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International review of financial analysis
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OLC EcoSci
ECONIS (ZBW)
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Hedging under model misspecification: All risk factors are equal, but some are more equal than others …
Branger, Nicole
;
Krautheim, Eva
;
Schlag, Christian
; …
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 397-431
Persistent link: https://www.econbiz.de/10009842701
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2
Does model fit matter for hedging? Evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 609-639
Persistent link: https://www.econbiz.de/10009964826
Saved in:
3
Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3122
Persistent link: https://www.econbiz.de/10010015366
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4
Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10010140312
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5
Regime dependent determinants of credit default swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10008052224
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6
Regime dependent determinants of credit default swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1022
Persistent link: https://www.econbiz.de/10008883930
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7
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/10008306380
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8
Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
- In:
International review of financial analysis
28
(
2013
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010123264
Saved in:
9
Stochastic Volatility Jump‐Diffusions for European Equity Index Dynamics
Kaeck, Andreas
;
Alexander, Carol
- In:
European financial management : the journal of the …
19
(
2013
)
3
,
pp. 470-496
Persistent link: https://www.econbiz.de/10010130814
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