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

Ekinci, CumhurYildirak, KasirgaTaylan, Ali Sabri2024-06-122024-06-122013978-0-12-415888-7978-0-12-415875-7https://doi.org/10.1016/B978-0-12-415875-7.00018-Xhttps://hdl.handle.net/20.500.14551/25485[Abstract Not Available]en10.1016/B978-0-12-415875-7.00018-Xinfo:eu-repo/semantics/closedAccessValue-At-RiskHIGH-FREQUENCY PERFORMANCE OF VALUE AT RISK AND EXPECTED SHORTFALL: EVIDENCE FROM ISE30 INDEX FUTURESBook Chapter303315N/AWOS:0003320793000192-s2.0-85136138921N/A