@misc{PauluschSchluetter2021,
  author    = {Joachim Paulusch and Sebastian Schl{\"u}tter},
  title     = {Sensitivity-implied tail-correlation matrices},
  edition   = {Version: 7th August 2021},
  institution = {Wirtschaftswissenschaften},
  series    = {ICIR Working Paper Series},
  number    = {No. 33/2019 [7.8.21]},
  type      = {workingpaper},
  pages     = {49},
  year        = {2021},
}