Investor-herding and risk-profiles : a State-Space model-based assessment
Harmindar B. Nath, Robert D. Brooks
| Year of publication: |
2020
|
|---|---|
| Authors: | Nath, Harmindar B. ; Brooks, Robert |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-22
|
| Subject: | Herd behaviour | Leverage effect | Quantile regression | Risk aversion | State-Space models | Theorie | Theory | Zustandsraummodell | State space model | Herdenverhalten | Herding | Risikoaversion | Regressionsanalyse | Regression analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2020.101383 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012491773