1. A note on the QMLE limit theory in the non-stationary ARCH (1) model;Arvanitis;J. Time Ser. Econom.,2016
2. Martingale Transforms with Mixed Stable Limit and the QMLE for Conditionally Heteroskedastic Models;Arvanitis,2017
3. The efficiency of the estimators of the parameters in garch processes;Berkes;Ann. Statist.,2004
4. Regular Variation, vol. 27;Bingham,1989
5. Quasi-maximum likelihood estimation of GARCH models with heavy-tailed likelihoods;Fan;J. Bus. Econ. Stat.,2014