@article{amethodforpredictingvarbyaggregating,
  title = {A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score},
  author = {Shijia Song and Handong Li},
  year = {2021},
  eprint = {2110.02953},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2110.02953v1},
}