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Carol Alexander

University of Sussex

United Kingdom

Research Interests

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Articles (11)

Year:

2023

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2023

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2023

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2023

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2023

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2022

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2022

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2022

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2022

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2021

Year:

2021

Collaborators (4)

Xi Chen

University of Sussex

UNITED KINGDOM

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Arben Imeraj

UNITED KINGDOM

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Wei Wei

Academic , Lecturer in Financial Technology

University of Bristol

UNITED KINGDOM

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Bin Zou

Assistant Professor

University of Connecticut

UNITED STATES

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Carol Alexander

Research Interests

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Articles (11)

Static and dynamic models for multivariate distribution forecasts: proper scoring rule tests of factor-quantile vs. multivariate GARCH models

Matching Kollo measures

Crypto quanto and inverse options

Hedging with automatic liquidation and leverage selection on bitcoin futures

The new tokenomics of crowdfunding

The Role of Binance in Bitcoin Volatility Transmission

Targeting Kollo skewness with random orthogonal matrix simulation

Evaluating the discrimination ability of proper multi-variate scoring rules

Practical applications of The Bitcoin VIX and its variance risk premium

Risk-adjusted valuation for real option decisions

A general property for time aggregation

Collaborators (4)

Xi Chen

Arben Imeraj

Wei Wei

Bin Zou

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