Carol Alexandra

The Present, Future and Imperfect of Financial Risk Management

Carol Alexandra, 2003 .

Asymmetries and Volatility Regimes in the European Equity Markets

Emese Lazar, Emese Lazar, Carol Alexandra, 2005 .

Common Correlation and Calibrating the Lognormal Forward Rate Model

Carol Alexandra, 2003 .

The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH

Emese Lazar, Emese Lazar, Carol Alexandra, 2004 .