@article{tailriskforecastingusingbayesianrealized,
  title = {Tail risk forecasting using Bayesian realized EGARCH models},
  author = {Vica Tendenan and Richard Gerlach and Chao Wang},
  year = {2020},
  eprint = {2008.05147},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2008.05147v2},
}