---
title: Network Linear Covariance Models
url: https://www.ml-quant.com/papers/ssrn/5113698/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5113698
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5113698
featured: 2025-02-05
citations: unknown
topic: Derivatives & Volatility
---


# Network Linear Covariance Models

The study uses GNAR models to forecast the realized covariance matrix of a subset of S&P 500 stocks, reducing forecasting errors during volatile trading days.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5113698
- Identifier: SSRN 5113698
- Released: 2025-01-28
- First featured: Quant Letter No. 84 (2025-02-05): https://www.ml-quant.com/issues/2025-02-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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