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

Original language	English
Title of host publication	Rethinking Valuation and Pricing Models
Subtitle of host publication	Lessons Learned from the Crisis and Future Challenges
Publisher	Elsevier
Pages	303-315
Number of pages	13
ISBN (Print)	9780124158757
DOIs	https://doi.org/10.1016/B978-0-12-415875-7.00018-X
Publication status	Published - 8 Nov 2012

Access to Document

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High-frequency performance of value at risk and expected shortfall: Evidence from ISE30 index futures. / Ekinci, Cumhur; Yildirak, Kasirga; Taylan, Ali Sabri.
Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Elsevier, 2012. p. 303-315.

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

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AU - Yildirak, Kasirga

AU - Taylan, Ali Sabri

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BT - Rethinking Valuation and Pricing Models

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