@article{tailriskalertbasedonconditional,
  title = {Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms},
  author = {Zong Ke and Yuchen Yin},
  year = {2024},
  eprint = {2412.06193},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.06193v1},
}