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Documents are displayed in order of relevance.
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When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
and, therefore, g as latent. In order to increase efficiency in the GARCH...and, therefore, achieve the Cramer-Rao lower bound. Rather, the intent
URL: https://www.federalreserve.gov/econres/feds/files/2025075pap.pdf
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FRB: Speech, Greenspan--Globalization--March 10, 2005
approach the practical limits of globalization. Full globalization, in...approaching a point, if we are not already there, at which exporters to
URL: https://www.federalreserve.gov/boarddocs/speeches/2005/20050310/default.htm
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FRB: Press Release -- Interim Guidance on the Regulatory Reporting and Capital Treatment for Derivatives -- December, 1998
and, therefore, included in Tier 1 capital. The different accounting treatment...approach is consistent with existing risk-based capital guidelines that
URL: https://www.federalreserve.gov/boarddocs/press/general/1998/19981229/summary.htm
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FOMC Meeting Transcript, January 25-26, 2011
Warsh Janet L. Yellen Jeffrey M. Lacker, Dennis P. Lockhart, John F. Moore...background for the meeting, as well as descriptions of what happened at
URL: https://www.federalreserve.gov/monetarypolicy/files/FOMC20110126meeting.pdf
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Interest-Rate Risk; Frequently Asked Questions Regarding Interagency Advisory
approaches to IRR measurement. Financial regulators will consider these...approaches on a case-by-case basis to ensure that they meet the spirit
URL: https://www.federalreserve.gov/frrs/guidance/interest-rate-risk-frequently-asked-questions-regarding-interagency-advisory.htm
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March 2, 1998
background information and an easy-to-use summary of certain key requirements
URL: https://www.federalreserve.gov/supervisionreg/caletters/CA%2024-3.pdf
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FRB: Program
Approach Authors: Mary Tian (Federal Reserve Board) * Juan Londono (Federal...Policy Shocks and Stock Returns: Identification through the Impossible
URL: https://www.federalreserve.gov/newsevents/conferences/2013-sciea-program.htm
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FRB: Beige Book - Philadelphia
approaching levels that would tend to curtail spending, but they did not...Policy | 1999 calendar Accessibility To comment on this site, please fill
URL: https://www.federalreserve.gov/fomc/beigebook/1999/19990120/3.htm
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FRB: Beige Book - Atlanta
approaching historically low levels. Some contacts note that strong demand...Policy | 1996 calendar Accessibility To comment on this site, please fill
URL: https://www.federalreserve.gov/fomc/beigebook/1996/19961030/6.htm
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FRB: Beige Book - Cleveland
approaches. Retailers report strength in shoe sales. District contacts...Policy | 1997 calendar Accessibility To comment on this site, please fill
URL: https://www.federalreserve.gov/fomc/beigebook/1997/19970806/4.htm
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