| Market Risk Analysis Volume I C Alexander John Wiley & Sons Ltd,, 2008 | 1845* | 2008 |
| Market models C Alexander A Guide to Financial Data Analysis 1, 2001 | 1281 | 2001 |
| Generalized beta-generated distributions C Alexander, GM Cordeiro, EMM Ortega, JM Sarabia Computational Statistics & Data Analysis 56 (6), 1880-1897, 2012 | 456 | 2012 |
| Regime dependent determinants of credit default swap spreads C Alexander, A Kaeck Journal of Banking & Finance 32 (6), 1008-1021, 2008 | 400 | 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 | 377 | 1994 |
| Optimal hedging using cointegration C Alexander Philosophical Transactions of the Royal Society of London. Series A …, 1999 | 317 | 1999 |
| Orthogonal garch C Alexander Mastering risk, 21-38, 2001 | 308 | 2001 |
| Seasonality and cointegration of regional house prices in the UK C Alexander, M Barrow Urban Studies 31 (10), 1667-1689, 1994 | 294 | 1994 |
| Operational risk: regulation, analysis and management C Alexander Pearson Education, 2003 | 283 | 2003 |
| Normal mixture GARCH (1, 1): Applications to exchange rate modelling C Alexander, E Lazar Journal of Applied Econometrics 21 (3), 307-336, 2006 | 274 | 2006 |
| On the covariance matrices used in value at risk models CO Alexander, CT Leigh The Journal of Derivatives 4 (3), 50-62, 1997 | 258 | 1997 |
| Risk management and analysis C Alexander # J.# Wiley, 1999 | 236 | 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 | 213 | 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 | 177 | 2005 |
| A critical investigation of cryptocurrency data and analysis C Alexander, M Dakos Quantitative Finance 20 (2), 173-188, 2020 | 144 | 2020 |
| The present and future of financial risk management C Alexander Journal of Financial Econometrics 3 (1), 3-25, 2005 | 144 | 2005 |
| A primer on the orthogonal GARCH model C Alexander manuscript ISMA Centre, University of Reading, UK 2, 2000 | 140 | 2000 |
| Hedging exchange traded mutual funds or other portfolio basket products C Weber, C Alexander, CA Baker, J MacQueen, GL Gastineau, T Norman US Patent 7,571,130, 2009 | 130 | 2009 |
Andreas KaeckProfessor of Finance, University of SussexVerified email at sussex.ac.uk
