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Alexander Carey

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Personal Details

First Name:Alexander
Middle Name:
Last Name:Carey
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RePEc Short-ID:pca405
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Postal Address:6 rue de l'Abbé Groult, Paris
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  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. "Path-conditional forward volatility," MPRA Paper 4964, University Library of Munich, Germany.
  4. Carey, Alexander, 2006. "Higher-order volatility: dynamics and sensitivities," MPRA Paper 5009, University Library of Munich, Germany.
  5. Carey, Alexander, 2005. "Higher-order volatility," MPRA Paper 4993, University Library of Munich, Germany.
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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