@TECHREPORT {SFB649DP2015-052,
  AUTHOR={Xu, Xiu and Mihoci, Andrija and H\"{a}rdle, Wolfgang Karl},
  TITLE={{lCARE - localizing Conditional AutoRegressive Expectiles}},
  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/SFB649DP2015-052.pdf},
  NUMBER={2015-052}
}