@article{asimplemethodforpredictingcovariance,
  title = {A Simple Method for Predicting Covariance Matrices of Financial Returns},
  author = {Kasper Johansson and Mehmet Giray Ogut and Markus Pelger and Thomas Schmelzer and Stephen Boyd},
  year = {2023},
  eprint = {2305.19484},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.19484v2},
}