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Common volatility in the foreign exchange market
Alexander, Carol - In: Applied financial economics 5 (1995) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001177204
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The changing relationship between productivity, wages and unemployment in the UK
Alexander, Carol - In: Oxford bulletin of economics and statistics 55 (1993) 1, pp. 87-102
Persistent link: https://www.econbiz.de/10001139544
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Cofeatures in international bond and equity markets
Alexander, Carol - 1994
Persistent link: https://www.econbiz.de/10000950310
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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
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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
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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
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Statistical models of operational loss
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765463
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765837
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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
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Value at risk models
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003758439