Reference health
Stock market volatility and the business cycle
1099-1255(199609)11%3A5%3C573%3A%3Aaid-jae413%3E3.0.co%3B2-t/badge.svg){kind=icon}
42/42 checkable references clean · checked 2026-08-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 42 checked references that resolve
resolves10.2307/2951764
Tests for Parameter Instability and Structural Change With Unknown Change Point
resolves10.1086/261696
A Nonparametric Investigation of Duration Dependence in the American Business Cycle
resolves10.1080/01621459.1991.10475085
Forecasting Output with the Composite Leading Index: A Real-Time Analysis
resolves10.1080/07350015.1994.10524543
Duration-Dependent Transitions in a Markov Model of U.S. GNP Growth
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1016/0304-4076(94)90067-1
Autoregressive conditional heteroskedasticity and changes in regime
resolves10.1002/jae.3950070506
The likelihood ratio test under nonstandard conditions: Testing the markov switching model of gnp
resolves10.1002/(SICI)1099-1255(199603)11:2<195::AID-JAE375>3.0.CO;2-2
Erratum: The likelihood ratio test under nonstandard conditions: Testing the Markov switching model of GNP
resolves10.1016/0304-3932(95)01229-X
New index of coincident indicators: A multivariate Markov switching factor model approach
resolves10.1016/0304-3932(90)90005-O
The Hamilton model with a general autoregressive component: estimation and comparison with other models of economic time series
resolves10.1080/07350015.1990.10509794
Persistence in Variance, Structural Change, and the GARCH Model
resolves10.1093/rfs/6.2.293
Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
resolves10.1016/0304-405X(89)90094-9
A Markov model of heteroskedasticity, risk, and learning in the stock market
The 11 references without a DOI — listed, not checked
no DOI — not checked(1976), ‘Studies of stock market volatility changes’, Proceedings of the American Statistical Association, Business and Economic Statistics Section, 177–181.
no DOI — not checked(1994), ‘Does the link between money and output differ over the business cycle?’ Working Paper, Federal Reserve Bank of New York.
no DOI — not checked(1991), ‘Testing for structural breaks in U. S. post-war inflation data’, Mimeograph, Board of Governors of the Federal Reserve System, Washington, DC.
no DOI — not checkedand (1993), ‘Dispersion and volatility in stock returns: an empirical investigation’, Mimeograph, Princeton University.
no DOI — not checked(1996), ‘An econometric characterization of business cycle dynamics with factor structure and regime switching’, Working Paper 96-01, University of California at Riverside.
no DOI — not checkedand (1991b), ‘Turning point prediction with the composite leading index: an ex ante analysis’, in and (eds), Leading Economic Indicators: New Approaches and Forecasting Records, Cambridge University Press, Cambridge
no DOI — not checkedand (1993), ‘Further evidence on business-cycle duration dependence’, in and (eds), Business Cycles, Indicators, and Forecasting, University of Chicago Press, Chicago.
no DOI — not checked(1993), ‘A time series model with periodic stochastic regime switching’, Mimeograph, University of Montreal.
no DOI — not checked(forthcoming), ‘Inference using qualitative and quantitative information with an application to the conduct of monetary policy’, Economic Inquiry.
no DOI — not checked(1994a), ‘Switching volatility in international equity markets’, Working Paper, University of Houston.
no DOI — not checked(1994b), ‘Switching volatility and persistence: empirical evidence and simulation results’, Working Paper, University of Houston.
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.1002/(sici)1099-1255(199609)11%3A5%3C573%3A%3Aaid-jae413%3E3.0.co%3B2-t"><img src="https://citestamp.com/citestamped/10.1002/(sici)1099-1255(199609)11%3A5%3C573%3A%3Aaid-jae413%3E3.0.co%3B2-t/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[1099-1255(199609)11%3A5%3C573%3A%3Aaid-jae413%3E3.0.co%3B2-t/badge.svg)](https://citestamp.com/citestamped/10.1002/(sici)1099-1255(199609)11%3A5%3C573%3A%3Aaid-jae413%3E3.0.co%3B2-t)