@article{cotradingnetworksformodelingdynamic,
  title = {Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets},
  author = {Yutong Lu and Gesine Reinert and Mihai Cucuringu},
  year = {2023},
  eprint = {2302.09382},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2302.09382v2},
}