@article{publication-22981,
	author={De Nard, Gianluca and Engle, Robert F and Ledoit, Olivier and Wolf, Michael},
	doi={10.1016/j.jbankfin.2022.106426},
	issn={0378-4266},
	journal={Journal of Banking and Finance},
	pages={106426-106426},
	publisher={Elsevier},
	title={Large dynamic covariance matrices: Enhancements based on intraday data},
	volume=138,
	year=2022,
}