@article{tensordynamicconditionalcorrelationmodel, title = {Tensor dynamic conditional correlation model: A new way to pursuit "Holy Grail of investing"}, author = {Cheng Yu and Zhoufan Zhu and Ke Zhu}, year = {2025}, eprint = {2502.13461}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2502.13461v1}, }