@article{multivariatebacktestsandcopulasforrisk,
  title = {Multivariate backtests and copulas for risk evaluation},
  author = {Boris David and Gilles Zumbach},
  year = {2022},
  eprint = {2206.03896},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2206.03896v2},
}