Mhalla-Hambuckers-Lambert-supplement.pdf
Creators:
L. Mhalla
;
J. Hambuckers
;
M. Lambert
From the dataset abstract
We propose a dynamic measure of extremal connectedness tailored to the short reporting period and unbalanced nature of hedge funds data. Using multivariate extreme value regression...
Source: Extremal connectedness of hedge funds (replication data)
Metadata
| Field | Value |
|---|---|
| Format | application/pdf |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ae103009-e345-4aa4-a67a-d76c6e90a738/resource/6c639fd0-bcba-46e7-ac2c-c1bd0e57a196/download/mhalla-hambuckers-lambert-supplement.pdf |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
