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On monitoring financial stress index with extreme value theory.

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Bibliographic Details
Title: On monitoring financial stress index with extreme value theory.
Authors: Dridi, Amira1 (AUTHOR), El Ghourabi, Mohamed1 (AUTHOR) mohamed.elghourabi@laposte.net, Limam, Mohamed1 (AUTHOR)
Source: Quantitative Finance. Apr2012, Vol. 12 Issue 3, p329-339. 11p. 2 Diagrams, 4 Charts, 5 Graphs.
Database: Mathematics Source
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ISSN:14697688
DOI:10.1080/14697681003792229