@article{caesarconditionalautoregressiveexpected,
  title = {CAESar: Conditional Autoregressive Expected Shortfall},
  author = {Federico Gatta and Fabrizio Lillo and Piero Mazzarisi},
  year = {2024},
  eprint = {2407.06619},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2407.06619v1},
}