Παρακολούθηση
Carol Alexander
Carol Alexander
Professor of Finance, University of Sussex and Research Council, Exponential Science
Η διεύθυνση ηλεκτρονικού ταχυδρομείου έχει επαληθευτεί στον τομέα sussex.ac.uk - Αρχική σελίδα
Τίτλος
Παρατίθεται από
Παρατίθεται από
Έτος
Market risk analysis, practical financial econometrics
C Alexander
John Wiley & Sons, 2008
2021*2008
Market models: A guide to financial data analysis
C Alexander
University of Sussex, 2001
13372001
Generalized beta-generated distributions
C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia
Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012
5032012
Regime dependent determinants of credit default swap spreads
C Alexander, A Kaeck
Journal of Banking & Finance 32 (6), 1008-1021, 2008
4302008
Cointegration and market integration: An application to the Indonesian rice market
C Alexander, J Wyeth
The Journal of Development Studies 30 (2), 303-334, 1994
3941994
Optimal hedging using cointegration
C Alexander
Philosophical Transactions of the Royal Society of London. Series A …, 1999
3311999
Seasonality and cointegration of regional house prices in the UK
C Alexander, M Barrow
Urban Studies 31 (10), 1667-1689, 1994
3231994
Orthogonal garch
C Alexander
Mastering risk, 21-38, 2001
3142001
Normal mixture GARCH (1, 1): Applications to exchange rate modelling
C Alexander, E Lazar
Journal of Applied Econometrics 21 (3), 307-336, 2006
2892006
On the covariance matrices used in value at risk models
C Alexander, CT Leigh
University of Sussex, 1997
2781997
Operational risk: regulation, analysis and management
C Alexander
Pearson Education, 2003
2732003
Risk management and analysis volume 1: measuring and modelling financial risk
C Alexander
University of Sussex, 1998
2401998
Multivariate orthogonal factor GARCH
C Alexander, A Chibumba
University of Sussex, Mimeo, 1997
2371997
Developing a stress testing framework based on market risk models
C Alexander, E Sheedy
Journal of Banking & Finance 32 (10), 2220-2236, 2008
2212008
A critical investigation of cryptocurrency data and analysis
C Alexander, M Dakos
Quantitative Finance 20 (2), 173-188, 2020
2032020
The handbook of risk management and analysis
C Alexander
University of Sussex, 1996
1911996
Indexing and statistical arbitrage
C Alexander, A Dimitriu
Journal of Portfolio Management 31 (2), 50, 2005
1872005
Portfolio rebalancing in theory and practice
Y Tokat, N Wicas
Journal of Investing 16 (2), 52, 2007
166*2007
The present and future of financial risk management
C Alexander
Journal of Financial Econometrics 3 (1), 3-25, 2005
1562005
A primer on the orthogonal GARCH model
C Alexander
manuscript ISMA Centre, University of Reading, UK 2, 2000
1422000
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