@article{10_14736_kyb_2018_6_1138, author = {Cipra, Tom\'a\v{s} and Hendrych, Radek}, title = {Robust recursive estimation of {GARCH} models}, journal = {Kybernetika}, pages = {1138--1155}, publisher = {mathdoc}, volume = {54}, number = {6}, year = {2018}, doi = {10.14736/kyb-2018-6-1138}, mrnumber = {3902625}, zbl = {07031765}, language = {en}, url = {http://geodesic.mathdoc.fr/articles/10.14736/kyb-2018-6-1138/} }