Reference health

Garch effects on a test of cointegration

https://doi.org/10.1007/bf01082662
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11/11 checkable references clean · checked 2026-08-09

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.

4 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 11 checked references that resolve
resolves10.1002/fut.3990110406
Cointegration: Some results on U.S. cattle prices
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.1016/0304-4076(92)90064-X
ARCH modeling in finance
resolves10.2307/1913236
Co-Integration and Error Correction: Representation, Estimation, and Testing
resolves10.2307/1924495
Price Movements and Price Discovery in Futures and Cash Markets
resolves10.1016/0165-1889(88)90041-3
Statistical analysis of cointegration vectors
resolves10.1017/S0266466600005296
Stationarity and Persistence in the GARCH(1,1) Model
resolves10.2307/2938258
Optimal Inference in Cointegrated Systems
resolves10.2307/2938339
Asymptotic Properties of Residual Based Tests for Cointegration
resolves10.1002/fut.3990120203
Two‐step testing procedure for price discovery role of futures prices
resolves10.1002/fut.3990110604
Price discovery and cointegration for live hogs
The 4 references without a DOI — listed, not checked
no DOI — not checkedBrenner, R.J. and K.F. Kroner, ?Arbitrage and Cointegration,? Unpublished Manuscript, University of Arizona, (1992).
no DOI — not checkedHaldrup, N., ?Heteroscedasticity in Non-Stationary Time Series, Some Monte Carlo Evidence.? Unpublished manuscript, University of Aarhus, (1992).
no DOI — not checkedKim, K. and P. Schmidt, ?Unit Root Tests with Conditional Heteroskedasticity.? Unpublished manuscript, Michigan State University, (1992).
no DOI — not checkedPantula, S.G., ?Estimation of Autoregressive Models with Arch Errors.?Sankhya B 50, 119?138, (1988).
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.

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