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Alexander, Carol
23
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7
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4
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2
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2
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2
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Journal of banking & finance
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3
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OLC EcoSci
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Modelling Regime-Specific Stock Price Volatility
Alexander, Carol
;
Lazar, Emese
- In:
Oxford bulletin of economics and statistics
71
(
2009
)
6
,
pp. 761-798
Persistent link: https://www.econbiz.de/10008320725
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2
Normal mixture GARCH(1,1): applications to exchange rate modelling
Alexander, Carol
;
Lazar, Emese
- In:
Journal of applied econometrics
21
(
2006
)
3
,
pp. 307-336
Persistent link: https://www.econbiz.de/10006954765
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3
Option valuation with normal mixture GARCH models
Badescu, Alex
;
Kulperger, Reg
;
Lazar, Emese
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009949922
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4
Futures basis, inventory and commodity price volatility: An empirical analysis
Symeonidis, Lazaros
;
Prokopczuk, Marcel
;
Brooks, Chris
; …
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2651-2664
Persistent link: https://www.econbiz.de/10010032219
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5
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
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6
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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7
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
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8
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
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9
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:
10
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
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