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Model Risk Adjusted Hedge Rati...
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Alexander, Carol
23
Kaeck, Andreas
8
Alexander, C.
3
Dimitriu, Anca
2
Lazar, Emese
2
Nogueira, Leonardo M.
2
Sheedy, Elizabeth
2
Venkatramanan, Aanand
2
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1
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1
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Journal of banking & finance
8
The journal of futures markets
3
Oxford bulletin of economics and statistics
2
The journal of portfolio management : a publication of Institutional Investor
2
Applied mathematical finance
1
Econometric theory
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Energy economics
1
European financial management : the journal of the European Financial Management Association
1
International journal of finance & economics : IJFE
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International review of financial analysis
1
Journal of applied econometrics
1
Journal of economic dynamics & control
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OLC EcoSci
ECONIS (ZBW)
163
RePEc
78
USB Cologne (EcoSocSci)
14
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1
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1
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:
2
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:
3
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:
4
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:
5
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
Saved in:
6
Does model fit matter for hedging? Evidence from FTSE 100 options
Alexander, Carol
;
Kaeck, Andreas
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 609-639
Persistent link: https://www.econbiz.de/10009964826
Saved in:
7
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:
8
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
Saved in:
9
Asymmetry in the jump-size distribution of the S&P 500: Evidence from equity and option markets
Kaeck, Andreas
- In:
Journal of economic dynamics & control
37
(
2013
)
9
,
pp. 1872-1888
Persistent link: https://www.econbiz.de/10010140312
Saved in:
10
Hedging index exchange traded funds
Alexander, C.
;
Barbosa, A.
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 326-337
Persistent link: https://www.econbiz.de/10007908338
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