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Market Risk Analysis : Pricing...
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Theorie
39
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33
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25
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Alexander, Carol
259
Kaeck, Andreas
32
Lazar, Emese
20
Dimitriu, Anca
17
Nogueira, Leonardo M.
12
Chen, Xi
11
Korovilas, Dimitris
11
Venkatramanan, Aanand
11
Leontsinis, Stamatis
9
Stanescu, Silvia
9
Barbosa, Andreza
7
Dakos, Michael
6
Deng, Jun
6
Imeraj, Arben
6
Kalepky, Markus
6
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6
Rubinov, Alexander
6
Sumawong, Anannit
6
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5
Sarabia, José María
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5
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4
Heck, Daniel F.
4
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4
Sohn, Sungbin
4
Cordeiro, Gauss M.
3
Ledermann, Dan
3
Sarabia Alzaga, José Maria
3
Chen, Ding
2
Feng, Jianfen
2
Giblin, Ian
2
Kapraun, Julia
2
Ledermann, Walter
2
Meng, Xiaochun
2
Nogueira, Leonardo
2
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2
Park, Heungju
2
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2
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Henley Business School, University of Reading
43
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4
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1
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ICMA Centre Discussion Papers in Finance
45
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17
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13
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6
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5
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4
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4
International review of financial analysis
4
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4
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4
Oxford bulletin of economics and statistics
4
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3
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3
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ECONIS (ZBW)
149
RePEc
73
OLC EcoSci
23
USB Cologne (EcoSocSci)
14
Other ZBW resources
1
Showing
31
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31
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:
32
Rank alpha funds of hedge funds
Alexander, Carol
;
Dimitriu, Anca
- In:
Funds of hedge funds : performance, assessment, …
,
(pp. 3-25)
.
2006
Persistent link: https://www.econbiz.de/10003377568
Saved in:
33
Model risk in variance swap rates
Alexander, Carol
;
Leontsinis, Stamatis
-
2011
Persistent link: https://www.econbiz.de/10009375514
Saved in:
34
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
Saved in:
35
Analytic moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
-
2011
Persistent link: https://www.econbiz.de/10009375529
Saved in:
36
ROM simulation with rotation matrices
Ledermann, Daniel
;
Alexander, Carol
-
2011
Persistent link: https://www.econbiz.de/10009375535
Saved in:
37
Generalized beta-generated distributions
Alexander, Carol
;
Cordeiro, Gauss M.
;
Ortega, Edwin M. M.
; …
-
2011
Persistent link: https://www.econbiz.de/10009375588
Saved in:
38
The hazards of volatility diversification
Alexander, Carol
;
Korovilas, Dimitris
-
2011
Persistent link: https://www.econbiz.de/10009375594
Saved in:
39
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
Saved in:
40
Regime-dependent smile-adjusted delta hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
-
2010
Persistent link: https://www.econbiz.de/10009375858
Saved in:
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