The Herd Behavior Index: A new measure for the implied...

Insurance: Mathematics and Economics 2012 Vol. 50; Iss. 3

The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets

Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke
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Volume:
50
Year:
2012
Language:
english
Pages:
14
DOI:
10.1016/j.insmatheco.2012.01.005
File:
PDF, 480 KB
english, 2012
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