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Alexander, Carol
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Cofeatures in international bond and equity markets
Alexander, Carol
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1994
Persistent link: https://www.econbiz.de/10000950310
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2
Risk-adjusted valuation of the real option to invest
Alexander, Carol
;
Chen, Xi
;
Ward, Charles W. R.
-
2014
Persistent link: https://www.econbiz.de/10010528435
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3
Model risk in variance swap rates
Alexander, Carol
;
Leontsinis, Stamatis
-
2011
Persistent link: https://www.econbiz.de/10009375514
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4
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
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5
Analytic moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
2011
Persistent link: https://www.econbiz.de/10009375529
Saved in:
6
ROM simulation with rotation matrices
Ledermann, Daniel
;
Alexander, Carol
-
2011
Persistent link: https://www.econbiz.de/10009375535
Saved in:
7
Generalized beta-generated distributions
Alexander, Carol
;
Cordeiro, Gauss M.
;
Ortega, Edwin M. M.
; …
-
2011
Persistent link: https://www.econbiz.de/10009375588
Saved in:
8
The hazards of volatility diversification
Alexander, Carol
;
Korovilas, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009375594
Saved in:
9
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
Saved in:
10
Regime-dependent smile-adjusted delta hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
-
2010
Persistent link: https://www.econbiz.de/10009375858
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