@misc{Mittnik2013,
  author    = {Stefan Mittnik},
  title     = {VaR-implied tail-correlation matrices : [Version October 2013]},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2013,05},
  number    = {Version October 20, 2013},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2013, 05},
  type      = {workingpaper},
  pages     = {20},
  year        = {2013},
}