@article{cnnbasedrealizedcovariancematrix,
  title = {CNN-based Realized Covariance Matrix Forecasting},
  author = {Yanwen Fang and Philip L. H. Yu and Yaohua Tang},
  year = {2021},
  eprint = {2107.10602},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2107.10602v1},
}