@unpublished{publication-19383,
	author={Farkas, Walter and Mathys, Ludovic and Vasiljevic, Nikola},
	institution={University of Zurich},
	issn={1556-5068},
	number={19-76},
	series={Swiss Finance Institute Research Paper},
	title={Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps},
	year=2020,
}