1. Risk quantification for commodity ETFs backtesting value-at-risk and expected shortfall;Del Brio;Int. Rev. Financ. Anal.,2020
2. Risk Measures robustness, Elicitability, and Backtesting;He;Annu. Rev. Stat. Appl.,2021
3. Risk quantification and validation for Bitcoin;Jiménez;Oper. Res. Lett.,2020
4. Semi-nonparametric risk assessment with cryptocurrencies;Jiménez;Res. Int. Bus. Finance.,2022
5. Gram–Charlier densities;Jondeau;J. Econ. Dyn. Control,2001