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"On classifying the effects of policy announcements on volatility."
Giampiero M. Gallo, Demetrio Lacava, Edoardo Otranto (2021)
- 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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