@article{dynamictailriskforecastingwhatdo,
  title = {Dynamic tail risk forecasting: what do realized skewness and kurtosis add?},
  author = {Giampiero Gallo and Ostap Okhrin and Giuseppe Storti},
  year = {2024},
  eprint = {2409.13516},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2409.13516v1},
}