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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
1906*2009
Market models
C Alexander
A Guide to Financial Data Analysis 1, 2001
13002001
Generalized beta-generated distributions
C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia
Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012
4732012
Regime dependent determinants of credit default swap spreads
C Alexander, A Kaeck
Journal of Banking & Finance 32 (6), 1008-1021, 2008
4132008
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
3851994
Optimal hedging using cointegration
C Alexander
Philosophical Transactions of the Royal Society of London. Series A …, 1999
3201999
Orthogonal garch
C Alexander
Mastering risk, 21-38, 2001
3102001
Seasonality and cointegration of regional house prices in the UK
C Alexander, M Barrow
Urban Studies 31 (10), 1667-1689, 1994
3041994
Operational risk: regulation, analysis and management
C Alexander
Pearson Education, 2003
2872003
Normal mixture GARCH (1, 1): Applications to exchange rate modelling
C Alexander, E Lazar
Journal of Applied Econometrics 21 (3), 307-336, 2006
2812006
On the covariance matrices used in value at risk models
CO Alexander, CT Leigh
The Journal of Derivatives 4 (3), 50-62, 1997
2631997
Risk management and analysis
C Alexander
# J.# Wiley, 1999
2411999
Multivariate orthogonal factor GARCH
C Alexander, A Chibumba
University of Sussex, Mimeo, 1997
2381997
Developing a stress testing framework based on market risk models
C Alexander, E Sheedy
Journal of Banking & Finance 32 (10), 2220-2236, 2008
2172008
The handbook of risk management and analysis
C Alexander
(No Title), 1996
1871996
Indexing and statistical arbitrage
C Alexander, A Dimitriu
The Journal of Portfolio Management 31 (2), 50-63, 2005
1822005
A critical investigation of cryptocurrency data and analysis
C Alexander, M Dakos
Quantitative Finance 20 (2), 173-188, 2020
1622020
The present and future of financial risk management
C Alexander
Journal of Financial Econometrics 3 (1), 3-25, 2005
1462005
A primer on the orthogonal GARCH model
C Alexander
manuscript ISMA Centre, University of Reading, UK 2, 2000
1422000
The Professional Risk Managers' Handbook Series
C Alexander, E Sheedy
PRMIA, 2010
1332010
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