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  1. Dhaene, Jan [Author] ; Dony, Julia [Other]; Forys, Monika B. [Other]; Linders, Daniël [Other]; Schoutens, Wim [Other]

    FIX - The Fear Index : Measuring Market Fear

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    [S.l.]: SSRN, [2015]

  2. Dhaene, Jan [Author] ; Linders, Daniël [Other]; Schoutens, Wim [Other]; Vyncke, David [Other]

    The Herd Behavior Index : A New Measure for Systemic Risk in Financial Markets

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    [S.l.]: SSRN, [2015]

  3. Dhaene, Jan [Author] ; Stassen, Ben [Other]; Devolder, Pierre [Other]; Vellekoop, Michel [Other]

    The Minimal Entropy Martingale Measure in a Market of Traded Financial and Actuarial Risks

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    [S.l.]: SSRN, [2014]

  4. Dhaene, Jan [Author] ; Linders, Daniël [Other]; Schoutens, Wim [Other]; Vyncke, David [Other]

    The Herd Behavior Index : A New Measure for the Implied Degree of Co-Movement in Stock Markets

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    [S.l.]: SSRN, [2012]

    Published in: Insurance: Mathematics and Economics ; Vol. 50, No. 3, 2012