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Carol Alexander
Carol Alexander
Professor of Finance, University of Sussex and Visiting Professor, Peking University HSBC Business
Verified email at sussex.ac.uk - Homepage
Title
Cited by
Cited by
Year
Market Risk Analysis, Boxset
C Alexander
John Wiley & Sons, 2009
1938*2009
Market models: A guide to financial data analysis
C Alexander
University of Sussex, 2001
13092001
Generalized beta-generated distributions
C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia
Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012
4892012
Regime dependent determinants of credit default swap spreads
C Alexander, A Kaeck
Journal of Banking & Finance 32 (6), 1008-1021, 2008
4212008
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
3951994
Optimal hedging using cointegration
C Alexander
Philosophical Transactions of the Royal Society of London. Series A …, 1999
3241999
Orthogonal garch
C Alexander
Mastering risk, 21-38, 2001
3132001
Seasonality and cointegration of regional house prices in the UK
C Alexander, M Barrow
Urban Studies 31 (10), 1667-1689, 1994
3091994
Normal mixture GARCH (1, 1): Applications to exchange rate modelling
C Alexander, E Lazar
Journal of Applied Econometrics 21 (3), 307-336, 2006
2882006
Operational risk: regulation, analysis and management
C Alexander
Pearson Education, 2003
2862003
On the covariance matrices used in value at risk models
C Alexander, CT Leigh
University of Sussex, 1997
2641997
Risk management and analysis
C Alexander
# J.# Wiley, 1999
2431999
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
2182008
The handbook of risk management and analysis
C Alexander
University of Sussex, 1996
1841996
Indexing and statistical arbitrage
C Alexander, A Dimitriu
The Journal of Portfolio Management 31 (2), 50-63, 2005
1812005
A critical investigation of cryptocurrency data and analysis
C Alexander, M Dakos
Quantitative Finance 20 (2), 173-188, 2020
1752020
The present and future of financial risk management
C Alexander
Journal of Financial Econometrics 3 (1), 3-25, 2005
1502005
A primer on the orthogonal GARCH model
C Alexander
manuscript ISMA Centre, University of Reading, UK 2, 2000
1452000
The professional risk managers' handbook: A comprehensive guide to current theory and best practices
C Alexander, E Sheedy
University of Sussex, 2004
1362004
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