BibTeX record journals/corr/abs-2001-08374

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@article{DBLP:journals/corr/abs-2001-08374,
  author       = {Zhengkun Li and
                  Minh{-}Ngoc Tran and
                  Chao Wang and
                  Richard Gerlach and
                  Junbin Gao},
  title        = {A Bayesian Long Short-Term Memory Model for Value at Risk and Expected
                  Shortfall Joint Forecasting},
  journal      = {CoRR},
  volume       = {abs/2001.08374},
  year         = {2020},
  url          = {https://arxiv.org/abs/2001.08374},
  eprinttype    = {arXiv},
  eprint       = {2001.08374},
  timestamp    = {Fri, 24 Jan 2020 19:04:46 +0100},
  biburl       = {https://dblp.org/rec/journals/corr/abs-2001-08374.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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