Measuring volatility with LLMs: Implications for covariance structure and portfolio construction

Finance research letters 2026

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Authors: Taekyung Lim, Jinwoo Kim

DOI: 10.1016/j.frl.2026.110293

Cited by: 1

References: 14

Fields of Study & Subjects

Financial Markets and Investment Strategies Stock Market Forecasting Methods Financial Risk and Volatility Modeling

References 14