HIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURES

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Ekinci C. E., Yildirak K., Taylan A. S.

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, pp.303-315, 2013 (Peer-Reviewed Journal)

• Publication Type: Article / Article
• Publication Date: 2013
• Doi Number: 10.1016/b978-0-12-415875-7.00018-x
• Journal Name: RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES
• Page Numbers: pp.303-315
• Istanbul Technical University Affiliated: Yes