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Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818
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Practical financial econometrics
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003710762
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Market risk analysis
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003659391
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Principal component models for generating large GARCH covariance matrices
Alexander, Carol - In: Economic notes : economic review of Banca Monte dei … 31 (2002) 2, pp. 337-359
Persistent link: https://www.econbiz.de/10001676004
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Measuring and modelling financial risk
Alexander, Carol (contributor) - 1998
Persistent link: https://www.econbiz.de/10000680099
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New markets and products
Alexander, Carol (contributor) - 1998
Persistent link: https://www.econbiz.de/10000681748
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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
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Model-free hedge ratios and scale-invariant models
Alexander, Carol; Nogueira, Leonardo M. - In: Journal of banking & finance 31 (2007) 6, pp. 1839-1861
Persistent link: https://www.econbiz.de/10003483512
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Model risk in variance swap rates
Alexander, Carol; Leontsinis, Stamatis - 2011
Persistent link: https://www.econbiz.de/10009375514
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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