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Alexander, Carol
23
Kaeck, Andreas
7
Dimitriu, Anca
2
Lazar, Emese
2
Nogueira, Leonardo M.
2
Sheedy, Elizabeth
2
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Journal of banking & finance
7
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3
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2
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2
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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OLC EcoSci
RePEc
490
ECONIS (ZBW)
155
USB Cologne (EcoSocSci)
14
Other ZBW resources
1
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1
Model-free hedge ratios and scale-invariant models
Alexander, Carol
;
Nogueira, Leonardo M.
- In:
Journal of banking & finance
31
(
2007
)
6
,
pp. 1839-1862
Persistent link: https://www.econbiz.de/10007727807
Saved in:
2
Model risk adjusted hedge ratios
Alexander, Carol
;
Kaeck, Andreas
;
Nogueira, Leonardo M.
- In:
The journal of futures markets
29
(
2009
)
11
,
pp. 1021-1049
Persistent link: https://www.econbiz.de/10008306380
Saved in:
3
PORTFOLIO OPTIMIZATION - Indexing and Statistical Arbitrage
Alexander, Carol
;
Dimitriu, Anca
- In:
The journal of portfolio management : a publication of …
31
(
2005
)
2
,
pp. 50-63
Persistent link: https://www.econbiz.de/10006543858
Saved in:
4
Principal Component Models for Generating Large GARCH Covariance Matrices
Alexander, Carol
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 337-360
Persistent link: https://www.econbiz.de/10006034007
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5
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:
6
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:
7
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:
8
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/10005882382
Saved in:
9
Continuous-time VIX dynamics: On the role of stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
- In:
International review of financial analysis
28
(
2013
),
pp. 46-56
Persistent link: https://www.econbiz.de/10010123264
Saved in:
10
Stochastic Volatility Jump‐Diffusions for European Equity Index Dynamics
Kaeck, Andreas
;
Alexander, Carol
- In:
European financial management : the journal of the …
19
(
2013
)
3
,
pp. 470-496
Persistent link: https://www.econbiz.de/10010130814
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