Financial interpretation of herd behavior index and its statistical estimation (Q2355272)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6461314
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Financial interpretation of herd behavior index and its statistical estimation |
scientific article; zbMATH DE number 6461314 |
Statements
Financial interpretation of herd behavior index and its statistical estimation (English)
0 references
21 July 2015
0 references
countermonotonicity
0 references
comonotonicity
0 references
herd behavior
0 references
0 references
0 references
0 references
0.8215588927268982
0 references
0.7672032117843628
0 references
0.7309479713439941
0 references
0.7231592535972595
0 references
0.6759315729141235
0 references
