The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
| Year of publication: |
2012
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|---|---|
| Authors: | Dhaene, Jan ; Linders, Daniël ; Schoutens, Wim ; Vyncke, David |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 50.2012, 3, p. 357-371
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