Datasets Activity Stream About 1 dataset found Newest Oldest Relevance Name Ascending Name Descending Last Modified Go Publication Year: 2022 None: 5 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:10.17889/jae.2022312.081230 [TEST] TXT PDF ZIP
