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Estimation
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Alexander, Carol
8
Sheedy, Elizabeth A.
3
Dakos, Michael
2
Kaeck, Andreas
2
Sarabia, José María
2
Trevor, Robert G.
2
Chen, Xi
1
Cordeiro, Gauss M.
1
Lazar, Emese
1
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1
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Correlation in currency markets : a risk-adjusted perspective
Sheedy, Elizabeth A.
- In:
Journal of international financial markets, …
8
(
1998
)
1
,
pp. 59-82
Persistent link: https://www.econbiz.de/10001246201
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2
Asset allocation decisions in a world with changing risk
Sheedy, Elizabeth A.
;
Trevor, Robert G.
;
Wood, Justin J.
-
1996
Persistent link: https://www.econbiz.de/10000960643
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3
Evaluating the performance of portfolios with options
Sheedy, Elizabeth A.
;
Trevor, Robert G.
-
1996
Persistent link: https://www.econbiz.de/10000960644
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4
Generalized Beta-Generated Distributions
Alexander, Carol
;
Cordeiro, Gauss M.
;
Ortega, Edwin M. M.
; …
-
Henley Business School, University of Reading
-
2011
Persistent link: https://www.econbiz.de/10010838056
Saved in:
5
VIX dynamics with stochastic volatility of volatility
Kaeck, Andreas
;
Alexander, Carol
-
2010
Persistent link: https://www.econbiz.de/10009375857
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6
Endogenizing model risk to quantile estimates
Alexander, Carol
;
Sarabia, José María
-
2010
Persistent link: https://www.econbiz.de/10009375863
Saved in:
7
A general approach to real option valuation with applications to real estate investments
Alexander, Carol
;
Chen, Xi
-
2012
Persistent link: https://www.econbiz.de/10009722151
Saved in:
8
Forecasting VaR using analytic higher moments for GARCH processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
9
Assessing the accuracy of exponentially weighted moving average models for value-at-risk and expected shortfall of crypto portfolios
Alexander, Carol
;
Dakos, Michael
- In:
Quantitative finance
23
(
2023
)
3
,
pp. 393-427
Persistent link: https://www.econbiz.de/10014232660
Saved in:
10
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
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