Herding, anti-herding behaviour in metal commodities futures : a novel portfolio-based approach
Year of publication: |
2015
|
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Other Persons: | Babalos, Vassilios (contributor) ; Stavroyiannis, Stavros (contributor) |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 46/48, p. 4952-4966
|
Subject: | metal commodities | herding and anti-herding behaviour | cross-sectional absolute dispersion | rolling window regression | dynamic conditional correlations | Herdenverhalten | Herding | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Anlageverhalten | Behavioural finance | Metallmarkt | Metal market | Theorie | Theory |
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