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Alexander Carey

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This is information that was supplied by Alexander Carey in registering through RePEc. If you are Alexander Carey , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alexander
Middle Name:
Last Name: Carey
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RePEc Short-ID: pca405

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: 6 rue de l'Abbé Groult, Paris
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Affiliation

Works

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Working papers

  1. Carey, Alexander, 2010. "Higher-order volatility: time series," MPRA Paper 21087, University Library of Munich, Germany.
  2. Carey, Alexander, 2008. "Natural volatility and option pricing," MPRA Paper 6709, University Library of Munich, Germany.
  3. Carey, Alexander, 2006. "Higher-order volatility: dynamics and sensitivities," MPRA Paper 5009, University Library of Munich, Germany.
  4. Carey, Alexander, 2006. "Path-conditional forward volatility," MPRA Paper 4964, University Library of Munich, Germany.
  5. Carey, Alexander, 2005. "Higher-order volatility," MPRA Paper 4993, University Library of Munich, Germany.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2010-03-20. Author is listed
  2. NEP-FMK: Financial Markets (1) 2008-01-19. Author is listed
  3. NEP-MST: Market Microstructure (1) 2010-03-20. Author is listed
  4. NEP-ORE: Operations Research (1) 2008-01-19. Author is listed
  5. NEP-RMG: Risk Management (1) 2008-01-19. Author is listed

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