@article{abayesianrealizedthresholdmeasurement,
  title = {A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting},
  author = {Chao Wang and Richard Gerlach},
  year = {2021},
  eprint = {2106.00288},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2106.00288v2},
}