Measuring herd behavior: properties and pitfalls
type: Item
instance of: scholarly article
title: Measuring herd behavior: properties and pitfalls
zbMATH Open document ID: 1393.62045
author: Jae Youn Ahn
author: W. Lee
published in: Dependence Modeling
publication date: 2018-06-27T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6895341
zbMATH Keywords: herd behavior
zbMATH Keywords: herd behavior index
zbMATH Keywords: comonotonicity
zbMATH Keywords: copula
MaRDI profile type: Publication
full work available at URL: demo-2017-0019
OpenAlex ID: W2783437023
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DOI: 10.1515/DEMO-2017-0019
description: scientific article; zbMATH DE number 6895341