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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
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Commodity options
Alexander, Carol; Venkatramanan, Aanand - In: The handbook of commodity investing, (pp. 570-595). 2008
Persistent link: https://www.econbiz.de/10003795214
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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
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Volatility exchange-traded notes : curse or cure?
Alexander, Carol; Korovilas, Dimitris - In: The journal of alternative investments 16 (2013/14) 2, pp. 52-70
Persistent link: https://www.econbiz.de/10010203456
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Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International review of financial analysis 30 (2013), pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
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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. 3110-3121
Persistent link: https://www.econbiz.de/10009672975