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Quantitative Finance Volume 12, 2012 - Issue 3
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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
 
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Acknowledgements

We would like to express our gratitude to two anonymous referees for their interesting comments on earlier drafts that helped to improve this paper considerably.

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