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 (SSCI)

• Publication Type: Article / Article
• Volume:
• 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
• Journal Indexes: Social Sciences Citation Index (SSCI)
• Page Numbers: pp.303-315
• Dokuz Eylül University Affiliated: No