Reference health
On measuring volatility of diffusion processes with high frequency data
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4 of 12 checkable references need attention · checked 2026-07-31
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.
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.
References needing attention
does not resolve to a known work10.2307/2329067
does not resolve to a known work10.2307/2329066
does not resolve to a known work10.2307/2328575
does not resolve to a known work10.2307/2328636
The 8 checked references that resolve
resolves10.2307/2527343
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
resolves10.1016/0378-4266(90)90009-Q
Statistical study of foreign exchange rates, empirical evidence of a price change scaling law, and intraday analysis
The 4 references without a DOI — listed, not checked
no DOI — not checkedBarucci, E., Renò, R., 2000. On measuring volatility and the GARCH forecasting performance. Journal of International Financial Markets, Institutions and Money, forthcoming.
no DOI — not checkedMalliavin, P., Mancino, M., 2000. Fourier series method for measurement of multivariate volatilities. Finance & Stochastics, forthcoming.
no DOI — not checkedMartens, M., 2000. Measuring and forecasting stock market volatility using high-frequency data. Manuscript, University of New South Wales.
no DOI — not checkedMeddahi, N., Renault, E., 2000. Temporal aggregation of volatility models. Scientific Series 2000s-22, CIRANO, Montreal, Canada.
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 2026-07-31 — 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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