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
| Year of publication: |
2012
|
|---|---|
| Authors: | Dhaene, Jan ; Linders, Daniël ; Schoutens, Wim ; Vyncke, David |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 50.2012, 3, p. 357-370
|
| Subject: | Aktienmarkt | Stock market | Herdenverhalten | Herding | Volatilität | Volatility | Aktienindex | Stock index | Deutschland | Germany |
| 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/10009544167