Extremal connectedness and systemic risk of hedge funds

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Mhalla, Linda; Hambuckers, Julien; Lambert, Marie

2020

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https://hdl.handle.net/2268/252093

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Keywords :

tail risk; systemic measure; tail dependence measure

Disciplines :

Quantitative methods in economics & management

Author, co-author :

Mhalla, Linda; HEC Lausanne

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Lambert, Marie ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Analyse financière et finance d'entr.

Language :

English

Title :

Extremal connectedness and systemic risk of hedge funds

Publication date :

29 October 2020

Event name :

KU Leuven Statistics Seminar (research groups Faculty of Science and Faculty of Economics and Business Leuven Statistics Research Centre)

Event date :

29-10-2020

Audience :

International

Available on ORBi :

since 29 October 2020

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