@article{2tpothawkesmodelfordynamicleftand,
  title = {2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models},
  author = {Matthew F. Tomlinson and David Greenwood and Marcin Mucha-Kruczynski},
  year = {2022},
  eprint = {2202.01043},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.01043v2},
}