📢 FEDS Paper: When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
📢 FEDS Paper: When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models
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Date: 2025-08-27T13:15:00
Source: FRB Working Papers
Read more: 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?utm_source=yeetum.com
Source: FRB Working Papers
Read more: 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?utm_source=yeetum.com