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Theorie
47
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259
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34
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32
Lazar, Emese
20
Sohn, Sungbin
18
Dimitriu, Anca
17
Nogueira, Leonardo M.
12
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11
Korovilas, Dimitris
11
Venkatramanan, Aanand
11
Leontsinis, Stamatis
9
Stanescu, Silvia
9
Barbosa, Andreza
7
Kwak, Minsuk
7
Park, Heungju
7
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6
Deng, Jun
6
Imeraj, Arben
6
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6
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6
Sumawong, Anannit
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5
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5
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5
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5
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4
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4
Wu, Lixin
4
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3
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Liu, Chenru
3
Sarabia Alzaga, José Maria
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Seo, Byoung Ki
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2
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2
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2
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3
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1
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ICMA Centre Discussion Papers in Finance
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7
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ECONIS (ZBW)
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14
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4
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221
Quantile Uncertainty and Value‐at‐Risk Model Risk
Alexander, Carol
;
Sarabia, José María
- In:
Risk analysis : an international journal
32
(
2012
)
8
,
pp. 1293-1309
Persistent link: https://www.econbiz.de/10010002105
Saved in:
222
ANALYTIC APPROXIMATIONS FOR MULTI‐ASSET OPTION PRICING
Alexander, Carol
;
Venkatramanan, Aanand
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010012283
Saved in:
223
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. 3110-3122
Persistent link: https://www.econbiz.de/10010015366
Saved in:
224
Matching Kollo measures
Alexander, Carol
;
Wei, Wei
;
Chen, Xi
- In:
Journal of the Operational Research Society
75
(
2024
)
7
,
pp. 1279-1293
Persistent link: https://www.econbiz.de/10014555909
Saved in:
225
The Changing Relationship Between Productivity and Wages in the UK
Alexander, Carol
- In:
Oxford bulletin of economics and statistics
55
(
1993
)
1
,
pp. 87-102
Persistent link: https://www.econbiz.de/10006495512
Saved in:
226
Developing a stress testing framework based on market risk models
Alexander, Carol
;
Sheedy, Elizabeth
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2220-2236
Persistent link: https://www.econbiz.de/10008099621
Saved in:
227
Regime dependent determinants of credit default swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1021
Persistent link: https://www.econbiz.de/10008052224
Saved in:
228
Regime‐dependent smile‐adjusted delta hedging
Alexander, Carol
;
Rubinov, Alexander
;
Kalepky, Markus
; …
- In:
The journal of futures markets
32
(
2012
)
3
,
pp. 203-230
Persistent link: https://www.econbiz.de/10009827621
Saved in:
229
Closed Form Approximations for Spread Options
Venkatramanan, Aanand
;
Alexander, Carol
- In:
Applied mathematical finance
18
(
2011
)
5
,
pp. 447-473
Persistent link: https://www.econbiz.de/10009798783
Saved in:
230
Regime dependent determinants of credit default swap spreads
Alexander, Carol
;
Kaeck, Andreas
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1008-1022
Persistent link: https://www.econbiz.de/10008883930
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