1   Introduction
2    Some Mathematical Tools
3   Financial Time Series: Facts and Models

4   Parameter Estimation: An Overview
5    Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach
6   Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models

7    Quasi Maximum Likelihood Estimation in a Generalized Conditionally Heteroscedastic Time Series Model with Heavy-tailed Innovations

8    Whittle Estimation in a Heavy-tailed GARCH(1,1) Model
References
Author Index
Index