Browsing bySubjectComonotonicity

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Showing results 1 to 5 of 5

Issue DateTitleAuthor(s)Type
2018A case study for intercontinental comparison of herd behavior in global stock markets안재윤Article
2015Financial interpretation of herd behavior index and its statistical estimation안재윤Article
2017Measuring herd behavior: Properties and pitfalls안재윤Article
2017Multivariate countermonotonicity and the minimal copulas안재윤Article
2015Negative dependence concept in copulas and the marginal free herd behavior index안재윤Article

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