mhl-files.zip
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)
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Metadata
| Field | Value |
|---|---|
| Format | application/zip |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/ae103009-e345-4aa4-a67a-d76c6e90a738/resource/9fa9fc1d-2991-4fb3-9e35-95bcb2bc14e4/download/mhl-files.zip |
| Last updated | November 23, 2022 |
| Created | November 23, 2022 |
