@article{publication-11805,
	author={Krause, Jochen and Paolella, Marc S},
	doi={10.3390/econometrics2020098},
	issn={2225-1146},
	journal={Econometrics},
	number=2,
	pages={98-122},
	publisher={MDPI Publishing},
	title={A fast, accurate method for value-at-risk and expected shortfall},
	volume=2,
	year=2014,
}