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

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Ekinci C. E., Yildirak K., Taylan A. S.

RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES, ss.303-315, 2013 (SSCI)

• Yayın Türü: Makale / Tam Makale
• Cilt numarası:
• Basım Tarihi: 2013
• Doi Numarası: 10.1016/b978-0-12-415875-7.00018-x
• Dergi Adı: RETHINKING VALUATION AND PRICING MODELS: LESSONS LEARNED FROM THE CRISIS AND FUTURE CHALLENGES
• Derginin Tarandığı İndeksler: Social Sciences Citation Index (SSCI)
• Sayfa Sayıları: ss.303-315
• Hacettepe Üniversitesi Adresli: Hayır