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Market Risk Analysis : Pricing...
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Alexander, Carol
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6
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Journal of banking & finance
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6
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European journal of operational research : EJOR
4
International review of financial analysis
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Journal of Futures Markets
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Oxford bulletin of economics and statistics
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Funds of hedge funds : performance, assessment, diversification, and statistical properties
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ECONIS (ZBW)
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RePEc
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Other ZBW resources
1
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1
Statistical models of operational loss
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765463
Saved in:
2
Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765837
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
BitMEX bitcoin derivatives : Price discovery, informational efficiency, and hedging effectiveness
Alexander, Carol
;
Choi, Jaehyuk
;
Park, Heungju
;
Sohn, …
- In:
Journal of Futures Markets
40
(
2019
)
1
,
pp. 23-43
Persistent link: https://www.econbiz.de/10012189086
Saved in:
9
Hedging index exchange traded funds
Alexander, Carol
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10003647317
Saved in:
10
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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