| Economic indicators and stock market volatility in an emerging economy D Chun, H Cho, D Ryu Economic Systems 44 (2), 100788, 2020 | 43 | 2020 |
| Crude oil price shocks and hedging performance: A comparison of volatility models D Chun, H Cho, J Kim Energy Economics 81, 1132-1147, 2019 | 36 | 2019 |
| Forecasting the KOSPI200 spot volatility using various volatility measures D Chun, H Cho, D Ryu Physica A: Statistical Mechanics and its Applications 514, 156-166, 2019 | 20 | 2019 |
| The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system D Chun, H Cho, J Kim Energy Economics 114, 106257, 2022 | 14 | 2022 |
| Discovering the drivers of stock market volatility in a data-rich world D Chun, H Cho, D Ryu Journal of International Financial Markets, Institutions and Money 82, 101684, 2023 | 9 | 2023 |
| Hedge fund market runs during financial crises S Sung, D Chun, H Cho, D Ryu Economic research-Ekonomska istraživanja 34 (1), 266-291, 2021 | 9 | 2021 |
| State heterogeneity analysis of financial volatility using high‐frequency financial data D Chun, D Kim Journal of Time Series Analysis 43 (1), 105-124, 2022 | 7 | 2022 |
| Macroeconomic structural changes in a leading emerging market: The effects of the Asian financial crisis D Chun, H Cho, D Ryu Romanian Journal of Economic Forecasting 21 (2), 22-42, 2018 | 7 | 2018 |
| Short interest and market risk premium: the case of the Korean market D Chun, H Cho Korean Journal of Financial Studies 48 (5), 541-566, 2019 | 2 | 2019 |
| Forecasting Stock Market Volatility and Application to Volatility Timing Portfolios D Chun, H Cho, D Ryu Available at SSRN 4167561, 2022 | | 2022 |
| The Relationship between Asymmetric Downside Beta and Stock Returns: Evidence from the Korean Stock Market SH Jeong, H Cho, J Kim, D Chun 재무연구 34 (4), 1-40, 2021 | | 2021 |
| The effect of emissions tradings on the relationship between fossil fuel prices and renewable energy stock prices D Chun, H Cho, J Kim | | 2021 |
