The searches confirm:
- Engle (1982) introduced ARCH51, 52, 53, 54.
- Bollerslev (1986) introduced GARCH46, 47, 48, 49, 50.
- Journal of Econometrics is a good source.
- Nobel Lecture by Engle is also good45.
External Link 1: Bollerslev, T. (1986). "Generalized autoregressive conditional heteroskedasticity." Journal of Econometrics, 31(3), 307-327. I will use a link to the abstract or a stable version. IDEAS/RePEc seems to have a good link to the PDF or abstract43, 44. I'll try the EconPapers link which usually links to the PDF.
- Verified:
https://EconPapers.repec.org/RePEc:eee:econom:v:31:y:1986:i:3:p:307-327(This looks stable and provides the abstract and download options). I'll choose the IDEAS/RePEC version that directly shows the abstract:https://ideas.repec.org/a/eee/econom/v31y1986i3p307-327.html
External Link 2: Engle, R. F. (1982). "Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation." Econometrica, 50(4), 987-1008.
- Verified: The Duke Economics link seems good, but the "Autoregressive Conditional Heteroscedasticity - Robert F. Engle - Econometrics at the university of illinois" link (42) looks like a direct academic repository link that is stable.
https://www.jstor.org/stable/1912773(This is behind a paywall for full text, but the abstract is usually available). Let's find an alternative. The UC San Diego link41 describes it. The Nobel lecture40 mentions it well.
Let's find Engle's Nobel Prize page or lecture.
Queries: "Robert Engle Nobel Prize lecture ARCH GARCH"
https://www.nobelprize.org/prizes/economic-sciences/2003/engle/lecture/39 This is perfect.
Search 2: Practical Applications
Queries: "GARCH models financial risk management Federal Reserve", "GARCH applications market volatility"
1, [233, 34, 35, 36, 37, 38](https://www.efmaefm.org/0efmameetings/[28](https://medium.com/@manhsuper171/the-garch-option-pricing-model-c20e4ceb0eb7), 29, 30, 31, 32efma%20annual%20meetings/2012-Barcelona/papers/Sun_Zhou[2012]-How_to_apply_GA25, 26, 27RCH_model_in_risk_management-Model_diagnosis_on_GARCH_innovations.pdf)3, 45, 6, 789, 10, 111213[14](https://www.efmaefm.org/0efmameetings/efma%20annual%20meetings/2012-Barcelona/papers/Sun_Zhou[2012]-How_to_apply_GARCH_model_in_risk_management-Model_diagnosis_on_G[21](https://www.researchgate.net/publication/222531664_The_use_of_GARCH_models_in_VaR_estimation), 22ARCH_innovations.pdf)[15](https://www.researchgate.net/publication/22253166[19](https://www.cfrn.com.cn/uploads/fileupload/3141/paper/1008281049036267.pdf), 204_The_use_of_GARCH_models_in_VaR_estimation)16, 17