@data{jae.2022326.0708039474,
author = {Bee, Marco and Dupuis, Debbie J. and Trapin, Luca},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {realized-extreme-quantile-a-joint-model-for-conditional-quantiles-and-measures-of-volatility-with-e},
year = {2018},
version = {1},
url = {https://journaldata.zbw.eu/dataset/realized-extreme-quantile-a-joint-model-for-conditional-quantiles-and-measures-of-volatility-with-e},
doi = "10.15456/jae.2022326.0708039474" 
}