@article{volatilityforecastingwithmachinelearning,
  title = {Volatility forecasting with machine learning and intraday commonality},
  author = {Chao Zhang and Yihuang Zhang and Mihai Cucuringu and Zhongmin Qian},
  year = {2022},
  eprint = {2202.08962},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2202.08962v2},
}