Publications

Title	Authors	Year
Volatility jumps and the classification of monetary policy announcements Working Paper, 2023	G.M. Gallo; D. Lacava; E. Otranto	2023
Modeling and evaluating conditional quantile dynamics in VaR forecasts Working Paper, 2023	F. Cipollini; G.M. Gallo; A. Palandri	2023
Smooth and Abrupt Dynamics in Financial Volatility: the MS-MEM-MIDAS Working Paper, 2022	Scaffidi Domianello; G.M. Gallo; E. Otranto	2022
On Classifying the Effects of Policy Announcements on Volatility Working Paper, 2020	G.M. Gallo; D. Lacava; E. Otranto	2020
Measuring the Effects of Unconventional Policies on Stock Market Volatility Working Paper, 2020	D. Lacava; G.M. Gallo; E. Otranto	2020

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