Choi, S. H., & Kim, D. (2024). Large Volatility Matrix Prediction using Tensor Factor Structure.
Chicago Style (17th ed.) CitationChoi, Sung Hoon, and Donggyu Kim. Large Volatility Matrix Prediction Using Tensor Factor Structure. 2024.
MLA (9th ed.) CitationChoi, Sung Hoon, and Donggyu Kim. Large Volatility Matrix Prediction Using Tensor Factor Structure. 2024.
Warning: These citations may not always be 100% accurate.