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Asymptotic Filtering Theory for Univariate Arch Models*
25/25 checkable references clean · checked 2026-07-25
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.
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The 25 checked references that resolve
resolves10.1080/07350015.1989.10509739
The Message in Daily Exchange Rates: A Conditional-Variance Tale
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/0014-2921(93)90107-L
Variations in economic uncertainty and risk premiums on capital assets
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.2307/2330793
Option Pricing when the Variance Changes Randomly: Theory, Estimation, and an Application
resolves10.1016/0304-405X(87)90009-2
Option values under stochastic volatility: Theory and empirical estimates
The 26 references without a DOI — listed, not checked
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0001
no DOI — not checked10.1016/B978-012598275-7.50009-0_rf0002
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0003
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0006
no DOI — not checkedStudies of stock market volatility changes
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0015
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0016
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0019
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0020
no DOI — not checkedCentral limit theorems for martingales with discrete or continuous time
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0026
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0027
no DOI — not checked10.1016/B978-012598275-7.50009-0_rf0028
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0029
no DOI — not checkedNon-Gaussian state space modeling of nonstationary time series [with discussion]
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0031
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0032
no DOI — not checkedModeling stock market volatility changes
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0039
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0040
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0043
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0046
no DOI — not checkedConfluent hypergeometric functions
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0048
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0049
no DOI — not checked10.1016/B978-012598275-7.50009-0_bb0051
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