@misc{MehlitzAuer, author = {Mehlitz, Julia S. and Auer, Benjamin R.}, title = {A Monte Carlo evaluation of non-parametric estimators of expected shortfall}, series = {Journal of Risk Finance}, volume = {21}, journal = {Journal of Risk Finance}, number = {4}, issn = {1526-5943}, pages = {355 -- 397}, language = {en} } @misc{MehlitzAuer, author = {Mehlitz, Julia S. and Auer, Benjamin R.}, title = {Time-varying dynamics of expected shortfall in commodity futures markets}, series = {Journal of Futures Markets}, volume = {41}, journal = {Journal of Futures Markets}, number = {6}, issn = {1096-9934}, doi = {10.1002/fut.22196}, pages = {895 -- 925}, language = {en} }