2021 APR 07 (NewsRx) — By a
Our news journalists obtained a quote from the research from COMSATS University Islamabad, “The results of the linear model yield no evidence of herding. However, the findings of switching regression of Bai and Perron (1998) demonstrate evidence of herding during crisis regimes of S&P 500.”
According to the news editors, the research concluded: “The alternative approach of Markov switching also supports these findings.”
This research has been peer-reviewed.
For more information on this research see: Dynamic Herding Behaviour In the
Our news journalists report that additional information may be obtained by contacting
The direct object identifier (DOI) for that additional information is: https://doi.org/10.18267/j.pep.760. This DOI is a link to an online electronic document that is either free or for purchase, and can be your direct source for a journal article and its citation.
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