Pages that link to "Item:Q414600"
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The following pages link to The herd behavior index: a new measure for the implied degree of co-movement in stock markets (Q414600):
Displaying 25 items.
- Ordering Gini indexes of multivariate elliptical risks (Q320267) (← links)
- On an optimization problem related to static super-replicating strategies (Q475663) (← links)
- Entropy measure for the quantification of upper quantile interdependence in multivariate distributions (Q495358) (← links)
- The optimal insurance under disappointment theories (Q495453) (← links)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Estimation of tail risk and moments using option prices with a novel pricing model under a distorted lognormal distribution (Q2193302) (← links)
- A multivariate dependence measure for aggregating risks (Q2252393) (← links)
- Comonotonic asset prices in arbitrage-free markets (Q2279857) (← links)
- Negative dependence concept in copulas and the marginal free herd behavior index (Q2351080) (← links)
- Measuring association via lack of co-monotonicity: the loc index and a problem of educational assessment (Q2351204) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- Systemic risk tradeoffs and option prices (Q2442518) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- FIX: The Fear Index—Measuring Market Fear (Q2920952) (← links)
- How Superadditive Can a Risk Measure Be? (Q3195106) (← links)
- Hedging efficiently under correlation (Q4555159) (← links)
- Ordered random vectors and equality in distribution (Q4576795) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- A quarterly time-series classifier based on a reduced-dimension generated rules method for identifying financial distress (Q4683114) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
