High-frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures


Ekinci C. E. , Yıldırak Ş. K. , Taylan A. S.

in: Rethinking Valuation and Pricing Models, Carsten S. Wehn,Christain Hoppe,Greg N. Gregoriou, Editor, Academic Press , Oxford, pp.303-315, 2012

  • Publication Type: Book Chapter / Chapter Research Book
  • Publication Date: 2012
  • Publisher: Academic Press
  • City: Oxford
  • Page Numbers: pp.303-315
  • Editors: Carsten S. Wehn,Christain Hoppe,Greg N. Gregoriou, Editor
  • Istanbul Technical University Affiliated: Yes