@misc{katsouris2021forecast,
  title={Forecast Evaluation in Large Cross-Sections of Realized Volatility},
  author={Christis Katsouris},
  year={2021},
  eprint={2112.04887},
  archivePrefix={arXiv},
  primaryClass={stat.ML},
  url={https://arxiv.org/abs/2112.04887}
}