@TECHREPORT {SFB649DP2016-018,
  AUTHOR={H\"{a}rdle, Wolfgang K. and Huang, Chen and Chao, Shih-Kang},
  TITLE={{Factorisable Sparse Tail Event Curves with Expectiles}},
  YEAR=2016,
  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/SFB649DP2016-018.pdf},
  NUMBER={2016-018}
}