Tail Risk Analysis for Financial Time Series

@misc{zhou2024tailriskanalysis,
      title={Tail Risk Analysis for Financial Time Series}, 
      author={Chen Zhou and Anna Kiriliouk},
      year={2024},
      eprint={2409.18643},
      archivePrefix={arXiv},
      primaryClass={q-fin.RM},
      url={https://arxiv.org/abs/2409.18643}, 
}