Analyzing Herd Behavior in Global Stock Markets: An Intercontinental Comparison
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Cited by:
- Jae Youn Ahn, 2015. "Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index," Papers 1503.03180, arXiv.org.
- Lee, Woojoo & Ahn, Jae Youn, 2014. "On the multidimensional extension of countermonotonicity and its applications," Insurance: Mathematics and Economics, Elsevier, vol. 56(C), pages 68-79.
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