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~subject:"Volatilität"
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Volatilität
Theorie
39
Theory
39
Volatility
33
Hedging
32
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26
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26
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23
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21
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Risiko
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VIX
7
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English
33
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Alexander, Carol
33
Kaeck, Andreas
9
Korovilas, Dimitris
8
Imeraj, Arben
4
Lazar, Emese
3
Nogueira, Leonardo M.
3
Heck, Daniel F.
2
Kapraun, Julia
2
Prokopczuk, Marcel
2
Sumawong, Anannit
2
Dakos, Michael
1
Deng, Jun
1
Feng, Jianfen
1
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Discussion paper / ICMA Centre, Henley Business School, University of Reading
5
Journal of banking & finance
3
International review of financial analysis
2
Quantitative finance
2
Applied mathematical finance
1
Econometric reviews
1
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1
European financial management : the journal of the European Financial Management Association
1
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1
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1
International journal of theoretical and applied finance
1
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1
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1
Oxford bulletin of economics and statistics
1
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1
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University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
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ECONIS (ZBW)
33
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1
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
2
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:
3
Pricing and hedging convertible bonds : delayed calls and uncertain volatility
Yiǧitbaşioǧlu, Ali Bora
;
Alexander, Carol
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 415-453
Persistent link: https://www.econbiz.de/10003344330
Saved in:
4
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:
5
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
Saved in:
6
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
Saved in:
7
The hazards of volatility diversification
Alexander, Carol
;
Korovilas, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009375594
Saved in:
8
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
Saved in:
9
Stochastic volatility jump-diffusions for equity index dynamics
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375864
Saved in:
10
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
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