Extreme Value Theory for GARCH Processes

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Towards estimating extremal serial dependence via the bootstrapped extremogram (2012, background): “We also mention that this condition is satisfied for some of the standard financial time series models such as GARCH and stochastic volatility; see [2, 3, 4, 5, 6, 10].”
GARCH Models (2010, unknown): “See Mikosch and Stărică (2000), Borkovec and Klüppelberg (2001), Basrak, Davis and Mikosch (2002) and Davis and Mikosch (2009).”
Practical Issues in the Analysis of Univariate GARCH Models (2009, background): “A more thorough discussion of extreme value theory for GARCH is given by [24].”
Stable limits for sums of dependent infinite variance random variables (2009, background): “A combination of the results in Davis and Mikosch (13) for ARCH(1) and in Mikosch and Stărică (43) for GARCH(1, 1) with Proposition 4.5 above yields the following.”