Reference health
Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
1 of 11 checkable references need attention · checked 2026-09-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
9 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.
References needing attention
does not resolve to a known work10.2307/1391218
The 10 checked references that resolve
resolves10.1111/j.1540-6261.1989.tb02626.x
Order Imbalances and Stock Price Movements on October 19 and 20, 1987
resolves10.1086/296222
An Empirical Investigation of the Possibility of Stochastic Systematic Risk in the Market Model
resolves10.1111/j.1540-6288.1986.tb01103.x
THE ARBITRAGE PRICING THEORY AND MACROECONOMIC FACTOR MEASURES
resolves10.1111/j.1540-6261.1980.tb03495.x
A Theory of Common Stock Returns Over Trading and Non‐Trading Periods
The 9 references without a DOI — listed, not checked
no DOI — not checkedBassett, G.W., V.G. France, and S.R. Pliska, “The MMI Cash Futures Spread on October 19, 1987.”The Review of Futures Markets 8(1), 118–138 (1989).
no DOI — not checkedCase, K.E. and R.J. Shiller, “The Efficiency of the Market for Single-Family Homes.”American Economic Review 79, 125–137 (March 1989).
no DOI — not checkedDavis, M.A.Linear Estimation and Stochastic Control. New York: Academic Press, 1982.
no DOI — not checkedEdwards, F.R., “Studies of the 1987 Stock Market Crash: Review and Appraisal.” Working Paper No. 168, Center for the Study of Futures Markets, Columbia University, 1989.
no DOI — not checkedFama, E., “The Behavior of Stock Market Prices.”Journal of Business 38, 24–105 (1965).
no DOI — not checkedHarvey, A.C., “The Kalman Filter and Its Applications in Econometrics and Time Series Analysis,”Methods of Operations Research 44, 3–18 (1982).
no DOI — not checkedHolden, C., “A Theory of Arbitrage in Financial Market Equilibrium.” Working paper, Anderson Graduate School of Management, University of California at Los Angeles, 1989.
no DOI — not checkedKrishnan, V.,Nonlinear Filtering and Smoothing: An Introduction to Martingales, Stochastic Integrals, and Estimation. New York: John Wiley and Sons, 1984.
no DOI — not checkedWolff, C.C.P., “Forward Exchange Rates, Expected Spot Rates, and Premia: A Signal-Extraction Approach.”The Journal of Finance 42(2), 395–406 (1987b).
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