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Working Papers / Institut de Préparation à l'Administration et à la Gestion (IPAG)
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The herd behavior index : a new measure for systemic risk in financial markets
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
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2011
Persistent link: https://www.econbiz.de/10009485835
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A multivariate dependence measure for aggregating risks
Dhaene, Jan
;
Linders, Daniël
;
Schoutens, Wim
;
Vyncke, David
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2013
Persistent link: https://www.econbiz.de/10010204096
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