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

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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

2025

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https://hdl.handle.net/2268/328940

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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 risk

Publication date :

27 February 2025

Event name :

ORSTAT Statistics and Econometrics Seminar

Event place :

Leuven, Belgium

Event date :

27 February 2025

Available on ORBi :

since 27 February 2025

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