Article (Scientific journals)
Systemic risks in the shadow: an extreme value analysis of hedge funds
Hambuckers, Julien; Hübner, Philippe
2026In Journal of the Royal Statistical Society. Series C, Applied Statistics, 75 (2), p. 448-476
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Keywords :
systemic risk; hedge funds; extreme value theory; distributional regression
Disciplines :
Finance
Author, co-author :
Hambuckers, Julien  ;  Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future
Hübner, Philippe  ;  Université de Liège - ULiège > HEC Liège Research > HEC Liège Research: Financial Management for the Future
Language :
English
Title :
Systemic risks in the shadow: an extreme value analysis of hedge funds
Publication date :
March 2026
Journal title :
Journal of the Royal Statistical Society. Series C, Applied Statistics
ISSN :
0035-9254
eISSN :
1467-9876
Publisher :
Wiley, Oxford, United Kingdom
Volume :
75
Issue :
2
Pages :
448-476
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 03 September 2025

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