Lee, Woojoo; Ahn, Jae Youn Measuring herd behavior: properties and pitfalls. (English) Zbl 1393.62045 Depend. Model. 5, 316-329 (2017). MSC: 62P05 62H05 91G70 PDFBibTeX XMLCite \textit{W. Lee} and \textit{J. Y. Ahn}, Depend. Model. 5, 316--329 (2017; Zbl 1393.62045) Full Text: DOI
Lee, Woojoo; Cheung, Ka Chun; Ahn, Jae Youn Multivariate countermonotonicity and the minimal copulas. (English) Zbl 1359.62168 J. Comput. Appl. Math. 317, 589-602 (2017). MSC: 62H05 62H20 60E15 62P05 91B30 PDFBibTeX XMLCite \textit{W. Lee} et al., J. Comput. Appl. Math. 317, 589--602 (2017; Zbl 1359.62168) Full Text: DOI
Lee, Woojoo; Ahn, Jae Youn Financial interpretation of herd behavior index and its statistical estimation. (English) Zbl 1320.62213 J. Korean Stat. Soc. 44, No. 2, 295-311 (2015). MSC: 62P05 91G70 91B30 91B82 PDFBibTeX XMLCite \textit{W. Lee} and \textit{J. Y. Ahn}, J. Korean Stat. Soc. 44, No. 2, 295--311 (2015; Zbl 1320.62213) Full Text: DOI
Ahn, Jae Youn Negative dependence concept in copulas and the marginal free herd behavior index. (English) Zbl 1320.62116 J. Comput. Appl. Math. 288, 304-322 (2015). MSC: 62H10 60E15 PDFBibTeX XMLCite \textit{J. Y. Ahn}, J. Comput. Appl. Math. 288, 304--322 (2015; Zbl 1320.62116) Full Text: DOI arXiv
Lee, Woojoo; Ahn, Jae Youn On the multidimensional extension of countermonotonicity and its applications. (English) Zbl 1304.62086 Insur. Math. Econ. 56, 68-79 (2014). MSC: 62H20 62H05 62P05 91B30 PDFBibTeX XMLCite \textit{W. Lee} and \textit{J. Y. Ahn}, Insur. Math. Econ. 56, 68--79 (2014; Zbl 1304.62086) Full Text: DOI