Estimation in Conditionally Herteroscedastic Time Series Models

Some Mathematical Tools.- Financial Time Series: Facts and Models.- Parameter Estimation: An Overview.- Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach.- Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models.- Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy-tailed Innovations.- Whittle Estimation in a Heavy-tailed GARCH(1,1) Model.