1. Bai, Z. D., Rao, C. R., & Wu, Y. (1992). M-estimation of multivariate linear regression parameters under a convex discrepancy function. Statistica Sinica, 2(1), 237–254.
2. Berkes, I., Hovath, L., & Kokoszka, P. (2003). GARCH process: Structure and estimation. Bernoulli, 9(2), 201–227.
3. Boudt, K., & Croux, C. (2010). Robust M-estimation of multivariate GARCH models. Computational Statistics and Data Analysis, 54, 2459–2469.
4. Breckling, J., & Chambers, R. (1988). M-quantiles. Biometrika, 75(4), 761–771.
5. Carnero, M. A. (2003). Heterocedasticidad condicional, atípicos y cambios de nivel en series temporales financieras (Unpublished doctoral issertation). Universidad Carlos III de Madrid.