readme.mhl.txt
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 | text/plain |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/d9577eb8-f4ab-480b-94aa-abcdae043eba/resource/c0be5b36-5a45-4655-88cb-d0d07f096f33/download/readme.mhl.txt |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
