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Targeting Kollo skewness with random orthogonal matrix simulation
Alexander, Carol; Meng, Xiaochun; Wei, Wei - In: European journal of operational research : EJOR 299 (2022) 1, pp. 362-376
Persistent link: https://www.econbiz.de/10013206991
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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
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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
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Cofeatures in international bond and equity markets
Alexander, Carol - 1994
Persistent link: https://www.econbiz.de/10000950310
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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
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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
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Practical financial econometrics
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003710762
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Statistical models of operational loss
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765463
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Moving average models for volatility and correlation, and covariance matrices
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003765837
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Quantitative methods in finance
Alexander, Carol - 2008
Persistent link: https://www.econbiz.de/10003690818