Linda Mhalla

University of Lausanne, School of Economics and Business Administration (HEC Lausanne)

Lausanne, Vaud

Switzerland

University of Geneva, Geneva School of Economics and Management, Research Center for Statistics

PhD Candidate

Geneva

Switzerland

HEC Montreal - Department of Decision Sciences

3000 Côte-Sainte-Catherine Road

Montreal, QC H2S1L4

Canada

SCHOLARLY PAPERS

3

DOWNLOADS

383

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Extremal Connectedness of Hedge Funds

Number of pages: 35 Posted: 07 Feb 2020 Last Revised: 08 Dec 2021
Linda Mhalla, Julien Hambuckers and Marie Lambert
University of Lausanne, School of Economics and Business Administration (HEC Lausanne), University of Liège - HEC Liège and University of Liège - HEC Liège
Downloads 172 (235,145)
Citation 2

Abstract:

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extreme value theory, systemic measure, tail dependence measure

2.

Non-Linear Models for Extremal Dependence

Journal of Multivariate Analysis, Volume 159, April 2017, Pages 49-66
Number of pages: 32 Posted: 11 Sep 2016 Last Revised: 06 Jul 2017
University of Lausanne, School of Economics and Business Administration (HEC Lausanne), University of Lausanne - School of Economics and Business Administration (HEC-Lausanne) and Laboratoire des Sciences du Climat et de l'Environnement (LSCE)
Downloads 129 (296,020)
Citation 1

Abstract:

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Extreme value theory, Generalized additive models, Max-stable random vectors, Non-stationarity, Pickands function, Semi-parametric models, Temperature data.

3.

Climate-Related Disasters and the Death Toll

Swiss Finance Institute Research Paper No. 21-63
Number of pages: 59 Posted: 08 Sep 2021
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne), University of Lausanne - Faculty of Business and Economics (HEC Lausanne) and University of Lausanne, School of Economics and Business Administration (HEC Lausanne)
Downloads 82 (399,767)

Abstract:

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Climate change, Climate disasters, Death toll, Frequency and severity