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

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dc.authoridYildirak, Kasirga/0000-0002-0797-3505
dc.authoridEkinci, Cumhur/0000-0002-0475-2272
dc.authoridTaylan, Ali Sabri/0000-0001-9514-934X
dc.authorwosidYildirak, Kasirga/HLX-6435-2023
dc.authorwosidEkinci, Cumhur/A-5251-2018
dc.authorwosidTaylan, Ali Sabri/AAB-5529-2022
dc.contributor.authorEkinci, Cumhur
dc.contributor.authorYildirak, Kasirga
dc.contributor.authorTaylan, Ali Sabri
dc.date.accessioned2024-06-12T11:20:09Z
dc.date.available2024-06-12T11:20:09Z
dc.date.issued2013
dc.departmentTrakya Üniversitesien_US
dc.description.abstract[Abstract Not Available]en_US
dc.identifier.doi10.1016/B978-0-12-415875-7.00018-X
dc.identifier.endpage315en_US
dc.identifier.isbn978-0-12-415888-7
dc.identifier.isbn978-0-12-415875-7
dc.identifier.scopus2-s2.0-85136138921en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage303en_US
dc.identifier.urihttps://doi.org/10.1016/B978-0-12-415875-7.00018-X
dc.identifier.urihttps://hdl.handle.net/20.500.14551/25485
dc.identifier.wosWOS:000332079300019en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherElsevier Academic Press Incen_US
dc.relation.ispartofRethinking Valuation And Pricing Models: Lessons Learned From The Crisis And Future Challengesen_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectValue-At-Risken_US
dc.titleHIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURESen_US
dc.typeBook Chapteren_US

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