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

Cumhur Ekinci*, Kasirga Yildirak, Ali Sabri Taylan

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Original languageEnglish
Title of host publicationRethinking Valuation and Pricing Models
PublisherElsevier Inc.
Pages303-315
Number of pages13
ISBN (Print)9780124158757
DOIs
Publication statusPublished - 2013

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