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://jda-test.zbw.eu/dataset/d9577eb8-f4ab-480b-94aa-abcdae043eba/resource/387fd298-7116-46e0-82d2-b20b40dab0e0/download/mhalla-hambuckers-lambert-supplement.pdf |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
