Financial interpretation of herd behavior index and its statistical estimation (Q2355272)

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scientific article
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Financial interpretation of herd behavior index and its statistical estimation
scientific article

    Statements

    title
    Financial interpretation of herd behavior index and its statistical estimation (English)
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    author
    Jae Youn Ahn
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    Woo-Joo Lee
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    publication date
    21 July 2015
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    zbMATH Keywords
    countermonotonicity
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    comonotonicity
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    herd behavior
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    91G70
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    91B30
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    91B82
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    zbMATH DE Number
    6461314
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    OpenAlex ID
    W1975574441
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