EconPapers    
Economics at your fingertips  

EconPapers Home
About EconPapers

Working Papers
Journal Articles
Books and Chapters
Software Components

Authors

JEL codes
New Economics Papers

Advanced Search


EconPapers FAQ
Archive maintainers FAQ
Cookies at EconPapers

The RePEc blog
The RePEc plagiarism page

 

Details about Daniël Linders

Homepage:http://www.herdbehaviorindex.com
Workplace:Faculteit Economie en Bedrijfswetenschappen (Faculty of Business and Economics), KU Leuven (University of Leuven), (more information at EDIRC)

Access statistics for papers by Daniël Linders.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pli706

Jump to Journal Articles

Working Papers

2016

  1. Aggregating risks with partial dependence information
    Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven Downloads

2015

  1. Option Prices and Model-free Measurement of Implied Herd Behavior in Stock Markets
    Tinbergen Institute Discussion Papers, Tinbergen Institute Downloads View citations (1)
    Also in Working Papers Department of Accountancy, Finance and Insurance (AFI), Leuven, KU Leuven, Faculty of Economics and Business (FEB), Department of Accountancy, Finance and Insurance (AFI), Leuven (2015) Downloads

Journal Articles

2015

  1. Stochastic modelling of herd behaviour indices
    Quantitative Finance, 2015, 15, (12), 1963-1977 Downloads View citations (1)

2012

  1. On the interplay between distortion, mean value and Haezendonck–Goovaerts risk measures
    Insurance: Mathematics and Economics, 2012, 51, (1), 10-18 Downloads View citations (20)
  2. The Herd Behavior Index: A new measure for the implied degree of co-movement in stock markets
    Insurance: Mathematics and Economics, 2012, 50, (3), 357-370 Downloads View citations (22)
The links between different versions of a paper are constructed automatically by matching on the titles.

Please contact if a link is incorrect.

Use this form to add links between versions where the titles do not match.

RePEc
This site is part of RePEc and all the data displayed here is part of the RePEc data set.

Is your work missing from RePEc? Here is how to contribute.

Questions or problems? Check the EconPapers FAQ or send mail to .

Örebro UniversityEconPapers is hosted by the School of Business at Örebro University.

 
Page updated 2025-04-01