@article{selfnormalizedinferenceinquantile,
  title = {Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series},
  author = {Yannick Hoga and Christian Schulz},
  year = {2025},
  eprint = {2502.10065},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2502.10065v2},
}