@article{largeglobalvolatilitymatrixanalysisbased,
  title = {Large Global Volatility Matrix Analysis Based on Observation Structural Information},
  author = {Sung Hoon Choi and Donggyu Kim},
  year = {2023},
  eprint = {2305.01464},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.01464v3},
}