Practical Issues in the Analysis of Univariate GARCH Models
Zivot (2008)
http://faculty.washington.edu/ezivot/research/practicalgarchfinal.pdf
Introduction to the rugarch package
Ghalanos (2014)
http://cran.r-project.org/web/packages/rugarch/vignettes/Introduction_to_the_rugarch_package.pdf
Estimation and forecast using rugarch 1.2-2
Pedersen (2013)
https://stat.ethz.ch/pipermail/r-sig-finance/attachments/20130608/91b6cb9d/attachment.pdf
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