@article{forecastevaluationinlargecrosssections,
  title = {Forecast Evaluation in Large Cross-Sections of Realized Volatility},
  author = {Christis Katsouris},
  year = {2021},
  eprint = {2112.04887},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2112.04887v1},
}