Glossary to ARCH (GARCH)

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A comprehensive review of Value at Risk methodologies (2014, neutral): “For a detailed review of the asymmetric GARCH models (see Bollerslev, 2009).”
Zero variance Markov chain Monte Carlo for Bayesian estimators (2010, result): “Finally, note that the ZV strategy can be used in great generality and can be applied also to more complex GARCH models (such as E-GARCH, I-GARCH, Q-GARCH, GJR-GARCH, [9]), provided it is possible to analitically compute the necessary derivatives and verify the hypotheses needed for unbiasedness and”
Realized GARCH: a joint model for returns and realized measures of volatility (2012, neutral): “We refer to the rst two equations as the return equation and the GARCH equation, and these de ne a class of GARCH-X models, including those that were estimated by Engle (2002), Barndor -Nielsen and Shephard (2007), and Visser (2008).”
QML INFERENCE FOR VOLATILITY MODELS WITH COVARIATES (2015, methodology): “In practice, the difficulties are the choice of the parametric form (as illustrated by Bollerslev (2008), there exists a plethora of GARCH formulations) and the estimation of the parameter ϑ0.”
GARCH Models (2010, neutral): “Since the late 1980s, numerous extensions of the initial ARCH models have been published (see Bollerslev, 2008, for a (tentatively) exhaustive list).”