Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Issues: 5 Volumes: 37 Formats: PDF L. Mhalla ; J. Hambuckers ; M. Lambert Extremal connectedness of hedge funds (replication data) 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... DOI:10.15456/jae.2022327.072429 TXT PDF ZIP
