Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach
Vassilios Babalos and Stavros Stavroyiannis
| Year of publication: |
2015
|
|---|---|
| Other Persons: | Babalos, Vassilios (contributor) ; Stavroyiannis, Stavros (contributor) |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 46/48, p. 4952-4966
|
| Subject: | metal commodities | herding and anti-herding behaviour | cross-sectional absolute dispersion | rolling window regression | dynamic conditional correlations | Herdenverhalten | Herding | Rohstoffderivat | Commodity derivative | Korrelation | Correlation | Anlageverhalten | Behavioural finance | Warenbörse | Commodity exchange | Metallmarkt | Metal market | Regressionsanalyse | Regression analysis | Metallindustrie | Metal industry | Rohstoffmarkt | Commodity market |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011318425