=================================================
ORGANIZE THE REFERENCES HERE 

This file should be deleted as soon as we
manage how to use the bibtex file together
with the R documentation files (.Rd)
=================================================
ADIVICES:
1 - Create new references using the format of the 
previous ones.
2 - Put websites surrounded by the command \url{complete_web_page_link} or 
\href{complete_web_page_link}{text_to_be_presented_in_pdf_file}
for better formatting.


=================================================
BEGIN
=================================================


    Bollerslev T., Ghysels, E. (1996) 
    \emph{Journal of Business and Economic Statistics}.
    Periodic Autoregressive Conditional Heteroscedasticity, 14(2), 139--151

    Brockwell, P.J., Davis, R.A. (1996).
    \emph{Introduction to Time Series and Forecasting}.
    Springer, New York.

    Brooks C., Burke S.P., Persand G. (2001) 
    \emph{International Journal of Forecasting}.
    Benchmarks and the Accuracy of GARCH Model Estimation, 17(1), 45--57 

    Curto, J.D., Tavares, A.N., Tavares, G.N. (2008).
    \emph{Modelling Heavy Tails and Asymmetry Using ARCH-type Models with Stable Paretian Distributions}.
    Nonlinear Dynamics, Springer, 51(1--2), 231--243.

    Ding, Z., Granger, C., Engle, R.F. (1993).
    \emph{A Long Memory Property of Stock Market Returns and a New Model}.
    Journal of Empirical Finance, 1, 83--106.

    Diongue, A.K. (2008).
    \emph{An investigation of Stable-Paretian Asymmetric Power GARCH Model}.
    Journal des Sciences, 8(4), 15--26.
    
    Fernandez, C., Steel, M.F. (1998).
    \emph{On Bayesian Modeling of Fat Tails and Skewness}.
    Journal of the American Statistical Association, Taylor & Francis Group, 93(441), 359--371.

    Frain, J.C. (2009).
    \emph{Studies on the Application of the Alpha-stable Distribution in Economics}.
    Trinity College.

    Ling, S., McAller, M. (2002).
    \emph{Necessary and Suficient Moment Conditions for the GARCH(r,s) and Asymmetric Power GARCH(r,s) Models}. 
    Econometric Theory, 18(03), 722--729.

    Lambert, P., Laurent, S. (2001).
    \emph{Modelling Financial Time Series Using GARCH-type Models with a Skewed Student Distribution for the Innovations}.
    Institut de Statistique, Universite Catholique de Louvain, Discussion Paper 0125.

    McCullough B. D., Renfro C. G. (1999)
    \emph{Journal of Economic and Social Measurement}
    Benchmarks and Software Standards: A Case Study of GARCH Procedures, 25 (2), 59--71

    Mittnik, S., Paolella, M.S. (2000).
    \emph{Conditional Density and Value-At-Risk Prediction of Asian Currency Exchange Rates}. 
    Journal of Forecasting, 19(4), 313--333.

    Mittnik, S., Paolella, M.S., Rachev, S.T. (2002).
    \emph{Stationarity of stable power-GARCH processes}.
    Journal of Econometrics 106, 97--107.

    Mittnik, S., Paolella, M.S. (2000).
   \emph{Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions}
    Available at SSRN 391261.

    Nolan, J.P. (1997).
    \emph{Numerical calculations of stable densities and distribution functions}.
    Communications in Statistics - Stochastic Models 13, 759--774.

    Nolan, J.P. (1997). 
    \emph{Maximum likelihood estimation and diagnostics for stable distribution}. 
    In O. E.Barndorff-Nielsen, T. Mikosch, e S. I. Resnick (Eds.),
    Levy Processes: Theory andApplications,
    Boston, Birkhauser, 379--400.

    Paolella, M. (1997).
    \emph{Tail Estimation and Conditional Modeling of Heteroskedstic Time-Series}.
    Ph.D Thesis, Institute of Statistics and Econometrics,
    Christian Albrechts University of Kiel.

    Wuertz, D., Chalabi, Y., with contribution from Miklovic, M., Boudt, C., Chausse, P., and others (2013).
    \emph{fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling, R package version 3010.82},   
    \url{http://CRAN.R-project.org/package=fGarch}.

    Wuertz, D., Chalabi, Y., Luksan, L. (2009).
    \emph{Parameter Estimation of ARMA Models with GARCH/ APARCH Errors: An R and SPlus SoftwareImplementation}.   
    Journal of Statistical Software, forthcoming,
    \href{http://www-stat.wharton.upenn.edu/~steele/Courses/956/RResources/GarchAndR/WurtzEtAlGarch.pdf}{http://www-stat.wharton.upenn.edu/~steele/...WurtzEtAlGarch.pdf}.

    Zhao, X., Scarrott, C.J., Oxley, L., Reale, M. (2011).
    \emph{GARCH dependence in extreme value models with Bayesian inference}.
    Mathematics an Computers in Simulation, 81, Issue 7, 1430--1440.

    Yinyu, Ye. (1987).
    \emph{Interior Algorithms for Linear, Quadratic, and Linearly Constrained Non-Linear Programming}.
    Ph.D. Thesis, Department of EES,
    Stanford University.

=================================================
END
=================================================