Chapter 1 Introduction

Chapter 2 Some Mathematical Tools

Chapter 3 Financial Time Series: Facts and Models

Chapter 5 Quasi Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models: A Stochastic Recurrence Equations Approach

Chapter 6 Maximum Likelihood Estimation in Conditionally Heteroscedastic Time Series Models

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

Chapter 8 Whittle Estimation in a Heavy—tailed GARCH(1,1) Model