@article{DierkesHollsteinProkopczukWürsig_2024,
title={Measuring tail risk},
author={Dierkes, Maik and Hollstein, Fabian and Prokopczuk, Marcel and Würsig, Christoph Matthias},
issn={0304-4076},
doi={http://dx.doi.org/10.22028/D291-42218},
series={2},
volume={241},
publisher={Elsevier},
journal={Journal of Econometrics},
year={2024}
}