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://jda-test.zbw.eu/dataset/d9577eb8-f4ab-480b-94aa-abcdae043eba/resource/b0f0ae85-4596-4b99-849f-4c33c198ea08/download/mhl-files.zip |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
