Modeling meaningful volatility events to classify monetary policy announcements
Giampiero M. Gallo; Demetrio Lacava; Edoardo Otranto
- Published
- Publisher
- Elsevier BV
- Journal / collection
- Big Data Research
- Research area
- Capital & markets
- Source type
- Journal article
- DOI
- 10.1016/j.bdr.2025.100517
The original publisher provides the full text and its access options.
Cite this source
Giampiero M. Gallo; Demetrio Lacava; Edoardo Otranto. Modeling meaningful volatility events to classify monetary policy announcements. Big Data Research. 2025-05. https://doi.org/10.1016/j.bdr.2025.100517