Robust estimates for arch processes

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Robust Estimation for ARMA models (2009, background): “All the proofs can be found in Muler, Peña and Yohai [22].”
Effects of outliers on the identification and estimation of GARCH models (2007, background): “Muller and Yohai, 2002, who show that the mean squared error of the ML estimator of the parameters of ARCH(1) models is dramatically influenced by isolated outliers].”
High-Breakdown Robust Multivariate Methods (2008, background): “Robustness in time series analysis and econometrics has been studied by Martin and Yohai (1986), Bustos and Yohai (1986), Muler and Yohai (2002), Franses, Kloek and Lucas (1999), van Dijk, Franses and Lucas (1999a, 1999b) and Lucas and Franses (1998).”
Robust estimates for GARCH models (2008, methodology): “Sakata and White (1998) proposed estimates based on an M-scale, Mendes and Duarte (1999) defined a class of constrained M-estimates and Muler and Yohai (2002) introduced a class of estimates based on a τ−scale estimate”