Reference health
A search for long memory in international stock market returns
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4 of 32 checkable references need attention · checked 2026-08-02
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.
6 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 work10.2307/2328575
does not resolve to a known work10.2307/1391548
does not resolve to a known work10.2307/1391371
does not resolve to a known work10.2307/2328487
The 28 checked references that resolve
resolves10.1111/j.1467-9892.1993.tb00141.x
BIAS IN AN ESTIMATOR OF THE FRACTIONAL DIFFERENCE PARAMETER
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.1111/j.1467-9892.1993.tb00149.x
TESTS FOR FRACTIONAL INTEGRATION:A MONTE CARLO INVESTIGATION
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1467-9892.1983.tb00371.x
THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS
resolves10.1111/j.1467-9892.1980.tb00297.x
AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.2307/1937966
When Can Price be Arbitraged Efficiently? A Limit to the Validity of the Random Walk and Martingale Models
resolves10.1029/WR005i005p00967
Robustness of the rescaled range R/S in the measurement of noncyclic long run statistical dependence
resolves10.1016/0304-405X(89)90086-X
Drawing inferences from statistics based on multiyear asset returns
resolves10.1029/WR006i006p01583
Small Sample Properties of H and K—Estimators of the Hurst Coefficient h
The 6 references without a DOI — listed, not checked
no DOI — not checkedAre there long cycles in foreign stock returns?
no DOI — not checkedOn the long-term or short-term dependence in stock prices: evidence from international stock markets
no DOI — not checked10.1016/0261-5606(95)93616-U_BIB20
no DOI — not checkedStatistical methodology for nonperiodic cycles: from the covariance to R/S analysis
no DOI — not checked10.1016/0261-5606(95)93616-U_BIB27
no DOI — not checkedDiscussion
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 2026-08-02 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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