Advanced search
Publication Cover
Quantitative Finance Volume 12, 2012 - Issue 3
Submit an article Journal homepage
341
Views
7
CrossRef citations to date
0
Altmetric
Feature

On monitoring financial stress index with extreme value theory

Amira Dridi Larodec, ISG, University of Tunis, 41 rue de la Liberté, Bardo, Tunis, Tunisia
,
Mohamed El Ghourabi Larodec, ISG, University of Tunis, 41 rue de la Liberté, Bardo, Tunis, TunisiaCorrespondence[email protected]
&
Mohamed Limam Larodec, ISG, University of Tunis, 41 rue de la Liberté, Bardo, Tunis, Tunisia
Pages 329-339 | Received 05 Nov 2008, Accepted 11 Mar 2010, Published online: 24 Sep 2010

Citations (7)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Mohamed El Ghourabi, Amira Dridi & Mohamed Limam. (2015) A new financial stress index model based on support vector regression and control chart. Journal of Applied Statistics 42:4, pages 775-788.
Read now

Articles from other publishers (6)

Emrah Öget. 2023. Bankruptcy and Reorganization in the Digital Business Era. Bankruptcy and Reorganization in the Digital Business Era 212 220 .
Chi Truong, Jeffrey Sheen, Stefan Trück & James Villafuerte. (2022) Early warning systems using dynamic factor models: An application to Asian economies. Journal of Financial Stability 58, pages 100885.
Crossref
S. P. Rajesh. (2021) Co-movement of Banking Stress Across Emerging and Developed Economies: A Dynamic Factor Model and Wavelet Coherence Approach. Global Business Review, pages 097215092110368.
Crossref
Mikhail V. Oet, Dieter Gramlich & Peter Sarlin. (2016) Evaluating measures of adverse financial conditions. Journal of Financial Stability 27, pages 234-249.
Crossref
Qin Li Zhang. (2014) Currency Crisis Prediction Using Wavelet-Based Support Vector Machine. Advanced Materials Research 989-994, pages 2560-2564.
Crossref
Phornchanok Cumperayot & Roy Kouwenberg. (2013) Early warning systems for currency crises: A?multivariate extreme value approach. Journal of International Money and Finance 36, pages 151-171.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.