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


EKİNCİ C. E. , YILDIRAK Ş. K. , Ali Sabri T.

in: Rethinking Valuation and Pricing Models, Carsten Wehn, Christian Hoppe and Greg N. Gregoriou , Editor, elsevier, pp.303-3015, 2013

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2013
  • Publisher: elsevier
  • Page Numbers: pp.303-3015
  • Editors: Carsten Wehn, Christian Hoppe and Greg N. Gregoriou , Editor