Investor-herding and risk-profiles : a State-Space model-based assessment
Year of publication: |
2020
|
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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
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Subject: | Herd behaviour | Leverage effect | Quantile regression | Risk aversion | State-Space models | Theorie | Theory | Herdenverhalten | Herding | Regressionsanalyse | Regression analysis | Risikoaversion | Zustandsraummodell | State space model |
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