@article{econhot_econhot-cited-20e1ceda0e739a55,
  title = {Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach},
  author = {Alexander J. McNeil and Rüdiger Frey},
  journal = {Journal of Empirical Finance},
  year = {2000},
  volume = {7},
  number = {3-4},
  pages = {271-300},
  doi = {10.1016/s0927-5398(00)00012-8},
  url = {https://doi.org/10.1016/s0927-5398(00)00012-8}
}