Daniël Linders
Names
| first: | Daniël |
| last: | Linders |
Identifer
| RePEc Short-ID: | pli706 |
Contact
| homepage: | http://www.herdbehaviorindex.com |
Affiliations
-
KU Leuven
/ Faculteit Economie en Bedrijfswetenschappen
- EDIRC entry
- location:
Research profile
author of:
- The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets (RePEc:eee:insuma:v:50:y:2012:i:3:p:357-370)
by Dhaene, Jan & Linders, Daniël & Schoutens, Wim & Vyncke, David - On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures (RePEc:eee:insuma:v:51:y:2012:i:1:p:10-18)
by Goovaerts, Marc & Linders, Daniël & Van Weert, Koen & Tank, Fatih - Option prices and model-free measurement of implied herd behavior in stock markets (RePEc:ete:afiper:485228)
by Daniël Linders & Jan Dhaene & Wim Schoutens - Aggregating risks with partial dependence information (RePEc:ete:afiper:544634)
by Daniël Linders & Fan Yang - Stochastic modelling of herd behaviour indices (RePEc:taf:quantf:v:15:y:2015:i:12:p:1963-1977)
by Florence Guillaume & Daniël Linders - Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets (RePEc:tin:wpaper:20150002)
by Daniël Linders & Jan Dhaene & Wim Schoutens