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Discovering the drivers of stock market volatility in a data-rich world Chun, Dohyun; Cho, Hoon; Ryu, Doojin, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, v.82, 2023-01 |
State Heterogeneity Analysis of Financial Volatility using high-frequency Financial Data Chun, Dohyun; Kim, Donggyu, JOURNAL OF TIME SERIES ANALYSIS, v.43, no.1, pp.105 - 124, 2022-01 |
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