@article{onclassifyingtheeffectsofpolicy,
  title = {On Classifying the Effects of Policy Announcements on Volatility},
  author = {Giampiero M. Gallo and Demetrio Lacava and Edoardo Otranto},
  year = {2020},
  eprint = {2011.14094},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.14094v2},
}