Chen, M., Buckle, M., & Williams, J. (2014). How Predictable Are Equity Covariance Matrices? Evidence from High-Frequency Data for Four Markets. Journal of Forecasting, 33(7), pp. 542-557. doi:10.1002/for.2310

Chen, Maggie, Mike Buckle, and Julian Williams. "How Predictable Are Equity Covariance Matrices? Evidence From High-Frequency Data for Four Markets." Journal of Forecasting 33, no. 7 (2014): 542-557.

Chen, Maggie, Mike Buckle, and Julian Williams. "How Predictable Are Equity Covariance Matrices? Evidence From High-Frequency Data for Four Markets." Journal of Forecasting 33.7 (2014): 542-557.