1. A comprehensive review of value at risk methodologies;Pilar Abad;The Spanish Review of Financial Economics,2014
2. Assessing the accuracy of exponentially weighted moving average models for valueat-risk and expected shortfall of crypto portfolios;Carol Alexander;Quantitative Finance,2023
3. Conformal prediction: A gentle introduction;Anastasios Angelopoulos;Foundations and Trends in Machine Learning,2023
4. Predictive inference with the jack-knife+;Rina Foygel Barber;The Annals of Statistics,2021
5. Conformal prediction beyond exchangeability;Rina Foygel Barber;The Annals of Statistics,2023