Alexander Carey

Personal Details

First Name:	Alexander
Middle Name:
Last Name:	Carey
Suffix:
RePEc Short-ID:	pca405
	[This author has chosen not to make the email address public]
	6 rue de l'Abbé Groult, Paris

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Carey, Alexander, 2006. "Higher-order volatility: dynamics and sensitivities," MPRA Paper 5009, University Library of Munich, Germany.

   Cited by:

   1. Carey, Alexander, 2010. "Higher-order volatility: time series," MPRA Paper 21087, University Library of Munich, Germany.

2. Carey, Alexander, 2005. "Higher-order volatility," MPRA Paper 4993, University Library of Munich, Germany.

   Cited by:

   1. Carey, Alexander, 2006. "Higher-order volatility: dynamics and sensitivities," MPRA Paper 5009, University Library of Munich, Germany.
   2. Carey, Alexander, 2010. "Higher-order volatility: time series," MPRA Paper 21087, University Library of Munich, Germany.
   3. Carey, Alexander, 2006. "Path-conditional forward volatility," MPRA Paper 4964, University Library of Munich, Germany.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-ETS: Econometric Time Series (1) 2010-03-20
2. NEP-FMK: Financial Markets (1) 2008-01-19
3. NEP-MST: Market Microstructure (1) 2010-03-20
4. NEP-ORE: Operations Research (1) 2008-01-19
5. NEP-RMG: Risk Management (1) 2008-01-19

Corrections

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