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Documents are displayed in order of relevance.
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The Fed - When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
volatility-of-volatility. Keywords: GARCH, VIX, VVIX, heavy tails, robust...volatility-of-volatility DOI: https://doi.org/10.17016/FEDS.2025.075 PDF
URL: https://www.federalreserve.gov/econres/feds/when-tails-are-heavy-the-benefits-of-variance-targeted-non-gaussian-quasi-maximum-likelihood-estimation-of-garch-models.htm
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FRB: January 2007 Statistical Supplement--Money Stock Measures
Projections Section, Division of Monetary Affairs, Board of Governors
URL: https://www.federalreserve.gov/pubs/supplement/2007/01/table1_21.htm
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FRB: Beige Book - San Francisco
Summary Districts Boston New York Philadelphia Cleveland Richmond Atlanta...Summary Reports from Twelfth District contacts indicate continued solid
URL: https://www.federalreserve.gov/fomc/beigebook/2000/20000809/12.htm
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Federal Reserve Board - Comprehensive Capital Analysis and Review 2015
Summary Instructions and Guidance (PDF) | HTML 2015 Supervisory Scenarios
URL: https://www.federalreserve.gov/supervisionreg/ccar-2015.htm
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Federal Reserve Board - Comprehensive Capital Analysis and Review 2018
Summary Instructions 2018 Supervisory Scenarios for Annual Stress Tests
URL: https://www.federalreserve.gov/supervisionreg/ccar-2018-archive.htm
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The Fed - Appendix C: Additional Aggregate Results
SummarySupervisory ScenariosSupervisory Stress Test Framework and Model
URL: https://www.federalreserve.gov/publications/June-2020-Appendix-C-Additional-Aggregate-Results.htm
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The Fed - Appendix C: Additional Aggregate Results
SummarySupervisory ScenariosSupervisory Stress Test Framework and Model
URL: https://www.federalreserve.gov/publications/june-2020-appendix-c-additional-aggregate-results.htm
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The Fed - Abbreviations
SummaryBanking System ConditionsRegulatory DevelopmentsSupervisory DevelopmentsAppendix
URL: https://www.federalreserve.gov/publications/2024-november-supervision-and-regulation-report-abbreviations.htm
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The Fed - Supervision and Regulation Report - May 2024
SummaryBanking System ConditionsRegulatory DevelopmentsSupervisory DevelopmentsAppendix
URL: https://www.federalreserve.gov/publications/2024-may-supervision-and-regulation-report.htm
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The Fed - Appendix C: Additional Aggregate Results
SummarySupervisory ScenariosSupervisory Stress Test Framework and Model
URL: https://www.federalreserve.gov/publications/2021-june-dodd-frank-act-stress-test-appendix-c.htm
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