On classifying the effects of policy announcements on volatility (Q2237181)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On classifying the effects of policy announcements on volatility |
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On classifying the effects of policy announcements on volatility (English)
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27 October 2021
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Markov switching model
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unconventional monetary policies
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stock market volatility
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multiplicative error model
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smoothed probabilities
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model-based clustering
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