On classifying the effects of policy announcements on volatility (Q2237181)
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scientific article; zbMATH DE number 7414899
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| default for all languages | No label defined |
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| English | On classifying the effects of policy announcements on volatility |
scientific article; zbMATH DE number 7414899 |
Statements
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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0.7276026010513306
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0.6884262561798096
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0.6717473864555359
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0.6588941812515259
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0.6520766615867615
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