GARCH models—structure，statistical inference and financial applications
CONTENT
  1.Classical Time Series Models and Financial Series
  2.GARCH(p,q) Processes
  3.Mixing
  4.Temporal Aggregation and Weak GARCH Models
  5.Identification
  6.Estimating ARCH Models by Least Squares
  7.Estimating GARCH Models by Quasi-Maximum Likelihood
  8.Tests Based on the Likelihood
  9.Optimal Inference and Alternatives to the QMLE
  10.Asymmetries
  11.Multivariate GARCH Processes
  12.Financial Applications