A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals

Summary
A report on the analysis of the structure and dynamics of volatility in financial markets with news arrivals on RP 7 (ESR 7)
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Web resources: https://ec.europa.eu/research/participants/documents/downloadPublic?documentIds=080166e5bbec5565&appId=PPGMS
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