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Number of items: 20.

Article

Alexander, C. and Lazar, E. and Stanescu, S. (2013) Forecasting VaR using Analytic Higher Moments for GARCH Processes. International Review of Financial Analysis, 30 . pp. 36-45. ISSN 1057-5219. (In press) (The full text of this publication is not available from this repository)

Fabozzi, F.J. and Stanescu, S. and Tunaru, R. (2013) Commercial Real Estate Risk Management with Derivatives. Journal of Portfolio Management, 39 (5). pp. 111-119. ISSN 0095-4918 . (The full text of this publication is not available from this repository)

Book section

Stanescu, S. and Tunaru, R. (2013) Quantifying the uncertainty in VaR and expected shortfall estimates. In: Bell, A. and Brooks, C. and Prokopczuk, M., eds. Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar, pp. 357-372. ISBN 9780857936080 . (The full text of this publication is not available from this repository)

Monograph

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. Working paper. University of Kent 269. (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. (2012) Investment Strategies with VIX and VSTOXX. Working paper. University of Kent 271. (The full text of this publication is not available from this repository)

Alexander, C. and Lazar, E. and Stanescu, S. (2011) Analytic Approximations to GARCH Aggregated Returns Distributions with Applications to VaR and ETL. Working paper. ICMA Centre Discussion Papers in Finance, Reading (The full text of this publication is not available from this repository)

Alexander, C. and Lazar, E. and Stanescu, S. (2011) Analytic Moments for GARCH Processes. Working paper. ICMA Centre Discussion Papers in Finance , Reading 10.2139/ssrn.1702623. (The full text of this publication is not available from this repository)

Conference or workshop item

Stanescu, S. (2013) On the forward futures price difference for the UK Commercial property market. In: Qantitive methods in Finance, 17 - 20 December 2013, Sydney, Australia. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. (2013) Investment strategies with VIX and VSTOXX. In: European Fiancial Management Association, 26 - 29 June 2013, Reading, United Kingdom. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. (2013) Analysing the difference between Forward and Future prices for the UK Commercial Property Market. In: 30th International Conference for the French Finance Association, 28 - 31 May 2013, Lyon, France. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. (2013) Managing Commercial Real Estate Risk after the Subprime Crisis. In: PRMIA Webinar . (Unpublished) (The full text of this publication is not available from this repository)

Alexander, C. and Lazar, E. and Stanescu, S. (2012) Analytic Moments For GARCH Processes. In: Bachelier Finance Society 7th World Congress – Sydney, Australia. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: European Financial Management Association (EFMA) 2012 Conference, 27th to 30th June 2012, Barcelona, Spain. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2012) Analysing the Difference between Forward and Futures Prices for the UK Commercial Property Market. In: World Finance Conference, 2nd to 4th July 2012, Rio de Janeiro, Brazil. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Tunaru, R. and Candradewi, M.R. (2011) Analysing The Difference Between Forward And Futures Prices For The UK Commercial Property Market. In: University of Kent Finance Seminar, University of Kent, Canterbury. (Unpublished) (The full text of this publication is not available from this repository)

Alexander, C. and Lazar, E. and Stanescu, S. (2011) Analytic Approximations To GARCH Aggregated Returns Distributions With Applications To VaR and ETL. In: Proceedings of the 18th Forecasting Financial Markets Conference, 25th, 26th, 27th May 2011, Marseille, France. (The full text of this publication is not available from this repository)

Stanescu, S. and Alexander, C. and Lazar, E. (2009) Analytic Moments For Conditional And Aggregated GARCH Variances And Returns. In: Society For Financial Econometrics (SOFIE) 2nd Annual Conference, 10th, 11th, 12th June 2009, Geneva, Switzerland. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Alexander, C. and Lazar, E. (2009) Analytic Moments For Conditional And Aggregated GARCH Variances And Returns. In: Society for Nonlinear Dynamics and Econometrics (SNDE) 17th Annual Symposium, 16th, 17th April 2009, Atlanta, USA. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Alexander, C. and Lazar, E. (2008) Analytic Moments For Conditional And Aggregated GARCH Variances And Returns. In: Forecasting Financial Markets 15th Conference, 21st, 22nd, 23rd May, 2008, Aix-en-Provence, France. (Unpublished) (The full text of this publication is not available from this repository)

Stanescu, S. and Alexander, C. and Lazar, E. (2008) Analytic Approximations To VaR In a GARCH Framework. In: IX Workshop on Quantitative Finance, 24th - 25th January 2008, Rome, Italy. (Unpublished) (The full text of this publication is not available from this repository)

This list was generated on Mon Jun 9 14:28:48 2014 BST.