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Extremal connectedness of hedge funds
Mhalla, Linda; Hambuckers, Julien; Lambert, Marie - In: Journal of applied econometrics 37 (2022) 5, pp. 988-1009
Persistent link: https://www.econbiz.de/10013464644
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A note on the statistical robustness of risk measures
Zhelonkin, Mikhail; Chavez-Demoulin, Valérie - In: The journal of operational risk 12 (2017) 2, pp. 47-68
Persistent link: https://www.econbiz.de/10011775516
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Measuring and comparing risks of different types
Aigner, Maximilian; Chavez-Demoulin, Valérie; Guillou, … - In: Insurance / Mathematics & economics 102 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013271951