@misc{MittnikYener2008,
  author    = {Stefan Mittnik and Tina Yener},
  title     = {Value-at-Risk and expected shortfall for rare events},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,14},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2008, 14},
  type      = {workingpaper},
  year        = {2008},
}