中文摘要：

ARCH/GARCH模型是刻画波动率最常用的模型.本文综述一元GARCH模型的估计方法,主要讨论准最大似然估计和最小绝对偏差估计方法的渐近性质.此外,本文还讨论了非平稳GARCH模型的估计问题.

英文摘要：

Models of （Generalized） Autoregressive Conditional Heteroskedasticity（ARCH/ GARCH） form the most popular way of parameterizing volatility. This paper contains a survey of estimation methods of univaxiate GARCH models with a special attention given to the asymptotic results of the quasi-maximum likeShood method and the least absolute deviation method. The estimation for non-stationary GARCH model is also discussed.