@article{tailriskforecastingwithsemiparametric,
  title = {Tail risk forecasting with semi-parametric regression models by incorporating overnight information},
  author = {Cathy W. S. Chen and Takaaki Koike and Wei-Hsuan Shau},
  year = {2024},
  eprint = {2402.07134},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2402.07134v1},
}