On monitoring financial stress index with extreme value theory

Journal article

Peer reviewed

Amira Dridi, Mohamed El Ghourabi and Mohamed Limam

Quantitative finance, Vol.12(3), pp.329-339

03/2012

Abstract

Business & Economics

Business, Finance

Economics

Mathematical Methods In Social Sciences

Mathematics

Mathematics, Interdisciplinary Applications

Physical Sciences

Science & Technology

Social Sciences

Social Sciences, Mathematical Methods

1 Record Views

Title: On monitoring financial stress index with extreme value theory
Creators - without role: Amira Dridi - Univ Tunis, ISG, Tunis, Tunisia
Mohamed El Ghourabi - Univ Tunis, ISG, Tunis, Tunisia
Mohamed Limam - Univ Tunis, ISG, Tunis, Tunisia
Publication Details: Quantitative finance, Vol.12(3), pp.329-339
Publisher: Taylor & Francis
Number of pages: 11
Identifiers: 9933294508331
Academic Unit: University of Jeddah
Language: English
Resource Type: Journal article