This thesis presents an analyse of the Herd Behavior Index and its alternative measure, the Comonotonicity Index based on the DAX index data. For the implementations of the theory, the statistic software R is used. The 30 days Herd Behavior Index as well as the Comonotonicity Index from July 17th to July 23rd, 2015 are illustrated. Based on the illustrations of both indices, some conclusions including the relationship between the Herd Behavior Index of DAX and the performance of the DAX index and the relationship between the Herd Behavior Index and the Comonotonicity Index are made.     «

This thesis presents an analyse of the Herd Behavior Index and its alternative measure, the Comonotonicity Index based on the DAX index data. For the implementations of the theory, the statistic software R is used. The 30 days Herd Behavior Index as well as the Comonotonicity Index from July 17th to July 23rd, 2015 are illustrated. Based on the illustrations of both indices, some conclusions including the relationship between the Herd Behavior Index of DAX and the performance of the DAX inde...     »