Author: Corelli Angelo
Publisher: Emerald Group Publishing Ltd
ISSN: 1526-5943
Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.13, Iss.5, 2012-11, pp. : 507-516
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
On monitoring financial stress index with extreme value theory
By Dridi Amira El Ghourabi Mohamed Limam Mohamed
Quantitative Finance, Vol. 12, Iss. 3, 2012-03 ,pp. :
Correlation structure of extreme stock returns
By Cizeau P. Potters M. Bouchaud J-P.
Quantitative Finance, Vol. 1, Iss. 2, 2001-02 ,pp. :