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Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | Multivariate countermonotonicity and the minimal copulas | 안재윤 | Article |
2015 | Negative dependence concept in copulas and the marginal free herd behavior index | 안재윤 | Article |
2018 | A case study for intercontinental comparison of herd behavior in global stock markets | 안재윤 | Article |
2017 | Measuring herd behavior: Properties and pitfalls | 안재윤 | Article |
2015 | Financial interpretation of herd behavior index and its statistical estimation | 안재윤 | Article |