@article{estimatingandbacktestingriskunderheavy,
  title = {Estimating and backtesting risk under heavy tails},
  author = {Marcin Pitera and Thorsten Schmidt},
  year = {2022},
  eprint = {2201.10454},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.10454v2},
}