@article{oai:tohoku.repo.nii.ac.jp:02001327,
 author = {Iwafuchi, Rei and Matsuda, Yasumasa},
 issue = {141},
 journal = {DSSR Discussion Papers},
 month = {May},
 pages = {1--9},
 title = {Deep learning for multivariate volatility forecasting in high-dimensional financial time series.},
 year = {2024}
}