@article{
  author = {Mousavi Sarhadi, Seyed Ali, Izadi, Hosein, Safa, Mojgan, Pourfakharan, Mohammadreza},
  title = {Dynamic multi-scale expected shortfall in Tehran Stock Exchange: a spectral decomposition of tail risk across time horizons},
  journal = {Advances in Finance and Investment},
  year = {2022},
  volume = {3},
  number = {9},
  pages = {53-72},
  doi = {10.30495/afi.2023.1967573.1154}
}