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

Modeling meaningful volatility events to classify monetary policy announcements. - Giampiero M. Gallo; Demetrio Lacava; Edoardo Otranto (Big Data Res., 2025)