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

@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B82
@@ Property / Mathematics Subject Classification ID: 91B82 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 62H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6033256
@@ Property / zbMATH DE Number: 6033256 / rank @@
+Normal rank
@@ 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 @@
+Normal rank
@@ Property / zbMATH Keywords @@
+correlation
@@ Property / zbMATH Keywords: correlation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+VIX volatility index
@@ Property / zbMATH Keywords: VIX volatility index / rank @@
+Normal rank

Revision as of 19:20, 29 June 2023