@article{abayesianlongshorttermmemorymodelfor,
  title = {A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting},
  author = {Zhengkun Li and Minh-Ngoc Tran and Chao Wang and Richard Gerlach and Junbin Gao},
  year = {2020},
  eprint = {2001.08374},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.08374v2},
}