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C

Carol Alexander

University of Sussex

41H指数
283论文数
6.5K被引数
收录论文 24
发表时间
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Trade dynamics of the global dry bulk shipping network全球干散货航运网络的贸易动态
errTransportation Research Part E: Logistics and Transportation Review
IF0
err2025-12-12
err0
errOAAI
errYan Li; Carol Alexander; Michael Coulon; István Zoltán Kiss
err分享
err收藏
Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-07-01
err1
errOAAI
errAlexander, Carol; Han, Yang; Meng, Xiaochun
err分享
err收藏
Hedging with automatic liquidation and leverage selection on bitcoin futures
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2023-04-01
err4
errOAAI
errAlexander, Carol; Deng, Jun; Zou, Bin
err分享
err收藏
Targeting Kollo skewness with random orthogonal matrix simulation
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2022-05-01
err1
errOAAI
errAlexander, Carol; Meng, Xiaochun; Wei, Wei
err分享
err收藏
Evaluating the discrimination ability of proper multi-variate scoring rules
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2022-03-18
err10
errOAAI
errAlexander, C.; Coulon, M.; Han, Y.; Meng, X.
err分享
err收藏
A general property for time aggregation
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-06-01
err4
errOAAI
errAlexander, Carol; Rauch, Johannes
err分享
err收藏
Analytic moments for GJR-GARCH (1,1) processes
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err12
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏
Price discovery in Bitcoin: The impact of unregulated markets
errJOURNAL OF FINANCIAL STABILITY
IF4.2
err2020-10-01
err48
errOAAI
errAlexander, Carol; Heck, Daniel F.
err分享
err收藏
Price discovery and microstructure in ether spot and derivative markets
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2020-10-01
err21
errOAAI
errAlexander, Carol; Choi, Jaehyuk; Massie, Hamish R. A.; Sohn, Sungbin
err分享
err收藏
Model risk in real option valuation
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2019-05-17
err10
errOAAI
errAlexander, Carol; Chen, Xi
err分享
err收藏
A parsimonious parametric model for generating margin requirements for futures
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-02-01
err12
errOAAI
errAlexander, Carol; Kaeck, Andreas; Sumawong, Anannit
err分享
err收藏
Special Section on AIDEA-FINEST Conference (on the occasion of the AIDEA bicentenary)
errJOURNAL OF BANKING & FINANCE
IF3.8
err2015-03-01
err0
PREAI
errAlexander, Carol; Bekaert, Geert
err分享
err收藏
Forecasting VaR using analytic higher moments for GARCH processes
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err20
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏
Continuous-time VIX dynamics: On the role of stochastic volatility of volatility连续时间波动率指数动态: 论波动率的随机波动率作用
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-06-01
err38
errOAAI
errKaeck, Andreas; Alexander, Carol
err分享
err收藏
The (de)merits of minimum-variance hedging: Application to the crack spread
errENERGY ECONOMICS
IF14.2
err2013-03-01
err33
PREAI
errAlexander, Carol; Prokopczuk, Marcel; Sumawong, Anannit
err分享
err收藏
Volatility dynamics for the S&P 500: Further evidence from non-affine, multi-factor jump diffusions
errJOURNAL OF BANKING & FINANCE
IF3.8
err2012-11-01
err62
PREAI
errKaeck, Andreas; Alexander, Carol
err分享
err收藏
Quantile Uncertainty and Value-at-Risk Model Risk分位数不确定性与风险价值模型风险
errRISK ANALYSIS
IF3.3
err2012-05-17
err51
PREAI
errAlexander, Carol; Maria Sarabia, Jose
err分享
err收藏
Developing a stress testing framework based on market risk models
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-10-01
err109
PREAI
errAlexander, Carol; Sheedy, Elizabeth
err分享
err收藏
Regime dependent determinants of credit default swap spreads
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-06-01
err178
PREAI
errAlexander, Carol; Kaeck, Andreas
err分享
err收藏
Hedging index exchange traded funds
errJOURNAL OF BANKING & FINANCE
IF3.8
err2008-02-01
err46
PREAI
errAlexander, C.; Barbosa, A.
err分享
err收藏

研究方向

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合作学者
合作期刊
G
Geert Bekaert
H 指数: 89 · 论文数: 311
I
István Z. Kiss
H 指数: 34 · 论文数: 216
J
José Marı́a Sarabia
H 指数: 30 · 论文数: 280
M
Marcel Prokopczuk
H 指数: 26 · 论文数: 190
X
Xiaochun Meng
H 指数: 21 · 论文数: 95
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