The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600): Difference between revisions

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+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+6033256
@@ Property / zbMATH DE Number: 6033256 / rank @@
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@@ Property / zbMATH Keywords @@
+comonotonicity
@@ Property / zbMATH Keywords: comonotonicity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+herd behavior
@@ Property / zbMATH Keywords: herd behavior / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+systemic risk
@@ Property / zbMATH Keywords: systemic risk / rank @@
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@@ Property / zbMATH Keywords @@
+correlation
@@ Property / zbMATH Keywords: correlation / rank @@
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@@ Property / zbMATH Keywords @@
+VIX volatility index
@@ Property / zbMATH Keywords: VIX volatility index / rank @@
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+Q2771113
@@ Property / cites work: Q2771113 / rank @@
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@@ Property / cites work @@
+Static super-replicating strategies for a class of exotic options
+Normal rank
@@ Property / cites work @@
+Characterizing a comonotonic random vector by the distribution of the sum of its components
+Normal rank
@@ Property / cites work @@
+Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
+Normal rank
@@ Property / cites work @@
+An Overview of Comonotonicity and Its Applications in Finance and Insurance
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+FIX: The Fear Index—Measuring Market Fear
@@ Property / cites work: FIX: The Fear Index—Measuring Market Fear / rank @@
+Normal rank
@@ Property / cites work @@
+Static-arbitrage upper bounds for the prices of basket options
+Normal rank
@@ Property / cites work @@
+Moment swaps
@@ Property / cites work: Moment swaps / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:414600