@TECHREPORT {SFB649DP2017-027,
  AUTHOR={Burdejov\'{a}, Petra and H\"{a}rdle, Wolfgang K.},
  TITLE={{Dynamic semi-parametric factor model for functional expectiles}},
  YEAR=2017,
  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/SFB649DP2017-027.pdf},
  NUMBER={2017-027}
}