@article{forecastinglargerealizedcovariance,
  title = {Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage},
  author = {Rafael Alves and Diego S. de Brito and Marcelo C. Medeiros and Ruy M. Ribeiro},
  year = {2023},
  eprint = {2303.16151},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2303.16151v1},
}