1 Table of Contents: “...A multivariate heavy-tailed distribution for ARCH/GARCH residuals / Dimitris N. Politis -- A...”

2 “... vector and error variance-covariance matrix. Other topics include GMM, HAC, Heckit, asymmetric GARCH...”

3 “... of different time scales in GARCH modelling, out-of-sample evaluation of the Fed Model in stock price valuation...”