Analyzing herding behavior in commodities markets : an empirical approach
Gerson de Souza Raimundo Júnior, Rafael Baptista Palazzi, Marcelo Cabus Klotzle, Antonio Carlos Figueiredo Pinto
| Year of publication: |
2020
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|---|---|
| Authors: | Raimundo Júnior, Gerson de Souza ; Palazzi, Rafael Baptista ; Klotzle, Marcelo Cabus ; Pinto, Antônio Carlos Figueiredo |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-5
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| Subject: | Beta herding | Commodities | Sentiment | State-space model | Herdenverhalten | Herding | Anlageverhalten | Behavioural finance | Rohstoffmarkt | Commodity market | Theorie | Theory | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Zustandsraummodell | State space model | Schätzung | Estimation |