@article{encompassingtestsforvalueatriskand,
  title = {Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary},
  author = {Timo Dimitriadis and Xiaochun Liu and Julie Schnaitmann},
  year = {2020},
  eprint = {2009.07341},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.07341v1},
}