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The (De)merits of Minimum-Vari...
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Alexander, Carol
261
Prokopczuk, Marcel
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Hollstein, Fabian
51
Wese Simen, Chardin
50
Kaeck, Andreas
32
Lazar, Emese
28
Nguyen, Duc Binh Benno
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Brooks, Chris
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Dimitriu, Anca
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Sibbertsen, Philipp
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Chen, Xi
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Rudolf, Markus
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Wu, Yingying
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Leontsinis, Stamatis
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Stanescu, Silvia
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D'Acunto, Francesco
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Sarabia, José María
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Sumawong, Anannit
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Würsig, Christoph Matthias
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Barbosa, Andreza
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Deng, Jun
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Imeraj, Arben
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Henley Business School, University of Reading
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ICMA Centre Discussion Papers in Finance
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The journal of futures markets
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Hannover Economic Papers (HEP)
12
Journal of Futures Markets
10
Energy economics
9
Journal of Banking & Finance
9
Applied mathematical finance
4
Discussion Papers in Economics
4
European journal of operational research : EJOR
4
International review of financial analysis
4
Journal of financial markets
4
Journal of international money and finance
4
Market risk analysis / Carol Alexander
4
Oxford bulletin of economics and statistics
4
Quantitative Finance
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Energy Economics
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International journal of forecasting
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PRMIA risk management series
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ECONIS (ZBW)
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The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
-
2012
Persistent link: https://www.econbiz.de/10009520538
Saved in:
2
The (de)merits of minimum-variance hedging : application to the crack spread
Alexander, Carol
;
Prokopczuk, Marcel
;
Sumawong, Anannit
- In:
Energy economics
36
(
2013
),
pp. 698-707
Persistent link: https://www.econbiz.de/10009724605
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Cofeatures in international bond and equity markets
Alexander, Carol
-
1994
Persistent link: https://www.econbiz.de/10000950310
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7
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
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/10002410726
Saved in:
9
Practical financial econometrics
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003710762
Saved in:
10
Statistical models of operational loss
Alexander, Carol
-
2008
Persistent link: https://www.econbiz.de/10003765463
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