@article{
  author = {Ebrahimi, S. Babak, Mohebbi, Negin},
  title = {Forecasting value-at-risk and expected shortfall
using high frequency data modeling},
  journal = {Financial Knowledge of Securities Analysis},
  year = {2016},
  volume = {9},
  number = {32},
  pages = {35-50},
  doi = {}
}