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A parsimonious parametric model for generating margin requirements for futures

Alexander, Carol; Kaeck, Andreas; Sumawong, Anannit - In: European journal of operational research : EJOR 273 (2019) 1, pp. 31-43

Persistent link: https://www.econbiz.de/10011979406

Quantitative methods in finance

Alexander, Carol - 2008

Written by leading market risk academic, Professor Carol Alexander, Quantitative Methods in Finance forms part one of the Market Risk Analysis four volume set. Starting from the basics, this book helps readers to take the first step towards becoming a properly qualified financial risk manager...

Persistent link: https://www.econbiz.de/10012681268

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

Trading and investing in volatility products

Alexander, Carol; Kapraun, Julia; Korovilas, Dimitris - In: Financial markets, institutions & instruments 24 (2015) 4, pp. 313-347

Persistent link: https://www.econbiz.de/10011412056

Diversification with volatility products

Alexander, Carol; Korovilas, Dimitris; Kapraun, Julia - In: Journal of international money and finance 65 (2016), pp. 213-235

Persistent link: https://www.econbiz.de/10011668421

Analytic moments for GJR-GARCH (1, 1) processes

Alexander, Carol; Lazar, Emese; Stanescu, Silvia - In: International journal of forecasting 37 (2021) 1, pp. 105-124

Persistent link: https://www.econbiz.de/10012692629

A critical investigation of cryptocurrency data and analysis

Alexander, Carol; Dakos, Michael - In: Quantitative finance 20 (2020) 2, pp. 173-188

Persistent link: https://www.econbiz.de/10012194860

Price discovery in Bitcoin : the impact of unregulated markets

Alexander, Carol; Hecker, Daniel Frank - In: Journal of financial stability 50 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012392165

Price discovery and microstructure in ether spot and derivative markets

Alexander, Carol; Choi, Jaehyuk; Massie, Hamish R. A.; … - In: International review of financial analysis 71 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012435768

The bitcoin VIX and its variance risk premium

Alexander, Carol; Imeraj, Arben - In: The journal of alternative investments : JAI 23 (2021) 4, pp. 84-109

Persistent link: https://www.econbiz.de/10012503289