Efficient estimation in extreme value regression models of hedge funds tail risks

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

Hambuckers, Julien; Kratz, Marie; Usseglio-Carleve, Antoine

2023

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https://hdl.handle.net/2268/316730

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

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

Kratz, Marie; ESSEC

Usseglio-Carleve, Antoine; Université d'Avignon

Language :

English

Title :

Efficient estimation in extreme value regression models of hedge funds tail risks

Publication date :

December 2023

Event name :

Quantitative Economics seminar at UMaastricht

Event organizer :

UMaastricht

Event place :

Maastricht, Netherlands

Event date :

12 décembre 2023

Audience :

International

Available on ORBi :

since 25 April 2024

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