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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

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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)
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