Time-varying higher-order conditional moments and forecasting intraday VaR and Expected Shortfall
Ergün, A. Tolga, Jun, Jongbyung
Published in The Quarterly review of economics and finance (01.08.2010)
Published in The Quarterly review of economics and finance (01.08.2010)
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Journal Article
Measuring Hedge Fund Liquidity Mismatch
Aragon, George O., Ergun, A. Tolga, Girardi, Giulio, Sherman, Mila Getmansky
Published in The journal of alternative investments (01.07.2021)
Published in The journal of alternative investments (01.07.2021)
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Journal Article