Eventually I will put here the links to expositions and original sources on ARCH and GARCH. The literature is huge, and I am not particularly competent to organize it. Nevertheless, this literature addresses some key concerns of Statistics 956, and this page can be expected to become more sensible over time. Check back occasionally for improvements.
For the moment, I just have a uneditorialized list:
The Nobel Memorial Prize for Robert F. Engle (by F.X. Diebold)
Time Series and Econometrics (advance material issued by the Committee for the Bank of Sweden Prize)