@article{sparsemultivariatemodelingforstock,
  title = {Variational inference for large Bayesian vector autoregressions},
  author = {Mauro Bernardi and Daniele Bianchi and Nicolas Bianco},
  year = {2022},
  eprint = {2202.12644},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.12644v3},
}