Carol Alexander

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Andreas KaeckProfessor of Finance, University of SussexVerified email at sussex.ac.uk
Elizabeth SheedyApplied Finance Centre, Macquarie UniversityVerified email at mafc.mq.edu.au
José María SarabiaProfessor of Statistics and Quantitative Methods. CUNEF University, SpainVerified email at unican.es
Jun DengUniversity of International Business and EconomicsVerified email at uibe.edu.cn
Gauss M. Cordeiro, Gauss Moutinho C...Professor of Statistics, Universidade Federal de PernambucoVerified email at de.ufpe.br
Sungbin SohnDepartment of Economics, Sogang UniversityVerified email at sogang.ac.kr
Douglas CummingDeSantis Distinguished Professor, College of Business, Florida Atlantic UniversityVerified email at fau.edu
Marcel ProkopczukLeibniz University HannoverVerified email at fmt.uni-hannover.de
Jaehyuk ChoiGachon UniversityVerified email at gachon.ac.kr

Carol Alexander

Professor of Finance, University of Sussex and Visiting Professor, Peking University HSBC Business

Verified email at sussex.ac.uk - Homepage

Crypto Assets Risk Management FinTech Quantitative Finance Asset Pricing and Derivatives


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Market Risk Analysis, Boxset C Alexander John Wiley & Sons, 2009	1920*	2009
Market models C Alexander A Guide to Financial Data Analysis 1, 2001	1304	2001
Generalized beta-generated distributions C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012	485	2012
Regime dependent determinants of credit default swap spreads C Alexander, A Kaeck Journal of Banking & Finance 32 (6), 1008-1021, 2008	418	2008
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	391	1994
Optimal hedging using cointegration C Alexander Philosophical Transactions of the Royal Society of London. Series A …, 1999	320	1999
Orthogonal garch C Alexander Mastering risk, 21-38, 2001	312	2001
Seasonality and cointegration of regional house prices in the UK C Alexander, M Barrow Urban Studies 31 (10), 1667-1689, 1994	305	1994
Operational risk: regulation, analysis and management C Alexander Pearson Education, 2003	284	2003
Normal mixture GARCH (1, 1): Applications to exchange rate modelling C Alexander, E Lazar Journal of Applied Econometrics 21 (3), 307-336, 2006	282	2006
On the covariance matrices used in value at risk models CO Alexander, CT Leigh The Journal of Derivatives 4 (3), 50-62, 1997	264	1997
Risk management and analysis C Alexander # J.# Wiley, 1999	242	1999
Multivariate orthogonal factor GARCH C Alexander, A Chibumba University of Sussex, Mimeo, 1997	236	1997
Developing a stress testing framework based on market risk models C Alexander, E Sheedy Journal of Banking & Finance 32 (10), 2220-2236, 2008	218	2008
The handbook of risk management and analysis C Alexander (No Title), 1996	184	1996
Indexing and statistical arbitrage C Alexander, A Dimitriu The Journal of Portfolio Management 31 (2), 50-63, 2005	180	2005
A critical investigation of cryptocurrency data and analysis C Alexander, M Dakos Quantitative Finance 20 (2), 173-188, 2020	169	2020
The present and future of financial risk management C Alexander Journal of Financial Econometrics 3 (1), 3-25, 2005	148	2005
A primer on the orthogonal GARCH model C Alexander manuscript ISMA Centre, University of Reading, UK 2, 2000	144	2000
The Professional Risk Managers' Handbook Series C Alexander, E Sheedy PRMIA, 2010	135	2010

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