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


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 (Refereed Journals of Other Institutions) identifier

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