@article{lossbasedbayesiansequentialpredictionof,
  title = {Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model},
  author = {Rangika Peiris and Minh-Ngoc Tran and Chao Wang and Richard Gerlach},
  year = {2024},
  eprint = {2408.13588},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2408.13588v1},
}