@misc{wilms2016lasso,
  title={Lasso-based forecast combinations for forecasting realized variances},
  author={Ines Wilms and Jeroen Rombouts and Christophe Croux},
  year={2016},
  eprint={1610.02653},
  archivePrefix={arXiv},
  primaryClass={stat.AP},
  url={https://arxiv.org/abs/1610.02653}
}