"On classifying the effects of policy announcements on volatility."

Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto (2021)

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DOI: 10.1016/J.IJAR.2021.04.001

access: closed

type: Journal Article

metadata version: 2022-10-02

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Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto:
On classifying the effects of policy announcements on volatility. Int. J. Approx. Reason. 134: 23-33 (2021)

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