Stochastic herding in financial markets evidence from institutional investor equity portfolios

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Bibliographic Information

Title
"Stochastic herding in financial markets evidence from institutional investor equity portfolios"
Statement of Responsibility
by Makoto Nirei, Theodoros Stamatiou and Vladyslav Sushko
Publisher
  • Bank for International Settlements
Publication Year
  • c2012
Book size
30 cm

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Notes

"Monetary and Economic Department"

"February 2012"

Includes bibliographical references (p. 30-34)

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Details 詳細情報について

  • CRID
    1130282272514044032
  • NII Book ID
    BB14942521
  • Text Lang
    en
  • Country Code
    sz
  • Title Language Code
    en
  • Place of Publication
    • [Basel]
  • Data Source
    • CiNii Books
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