Original language | English |
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Title of host publication | Rethinking Valuation and Pricing Models |
Publisher | Elsevier Inc. |
Pages | 303-315 |
Number of pages | 13 |
ISBN (Print) | 9780124158757 |
DOIs | |
Publication status | Published - 2013 |
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 proceeding › Chapter › peer-review