Market Risk Analysis, Boxset C Alexander John Wiley & Sons, 2009 | 1912* | 2009 |
Market models C Alexander A Guide to Financial Data Analysis 1, 2001 | 1301 | 2001 |
Generalized beta-generated distributions C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012 | 482 | 2012 |
Regime dependent determinants of credit default swap spreads C Alexander, A Kaeck Journal of Banking & Finance 32 (6), 1008-1021, 2008 | 417 | 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 | 392 | 1994 |
Optimal hedging using cointegration C Alexander Philosophical Transactions of the Royal Society of London. Series A …, 1999 | 319 | 1999 |
Orthogonal garch C Alexander Mastering risk, 21-38, 2001 | 311 | 2001 |
Seasonality and cointegration of regional house prices in the UK C Alexander, M Barrow Urban Studies 31 (10), 1667-1689, 1994 | 302 | 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 | 281 | 2006 |
On the covariance matrices used in value at risk models CO Alexander, CT Leigh The Journal of Derivatives 4 (3), 50-62, 1997 | 263 | 1997 |
Risk management and analysis C Alexander # J.# Wiley, 1999 | 241 | 1999 |
Multivariate orthogonal factor GARCH C Alexander, A Chibumba University of Sussex, Mimeo, 1997 | 235 | 1997 |
Developing a stress testing framework based on market risk models C Alexander, E Sheedy Journal of Banking & Finance 32 (10), 2220-2236, 2008 | 216 | 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 | 163 | 2020 |
The present and future of financial risk management C Alexander Journal of Financial Econometrics 3 (1), 3-25, 2005 | 146 | 2005 |
A primer on the orthogonal GARCH model C Alexander manuscript ISMA Centre, University of Reading, UK 2, 2000 | 143 | 2000 |
Principal component models for generating large GARCH covariance matrices C Alexander Economic Notes 31 (2), 337-359, 2002 | 135 | 2002 |