@TECHREPORT {SFB649DP2015-047,
  AUTHOR={Gsch\"{o}pf, Philipp and H\"{a}rdle, Wolfgang Karl and Mihoci, Andrija},
  TITLE={{TERES - Tail Event Risk Expectile based Shortfall}},
  YEAR=2015,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2015-047.pdf},
  NUMBER={2015-047}
}