Reference health
Option pricing under linear autoregressive dynamics, heteroskedasticity, and conditional leptokurtosis
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21/21 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.
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.
The 21 checked references that resolve
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.1111/1467-9574.00088
Structural analysis of portfolio risk using beta impulse response functions
resolves10.1002/(SICI)1526-4025(200001/03)16:1<47::AID-ASMB375>3.0.CO;2-#
Weekday dependence of German stock market returns
resolves10.1111/j.1467-9965.1992.tb00027.x
Option Pricing Under Incompleteness and Stochastic Volatility
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1111/j.1540-6261.1995.tb05168.x
Implementing Option Pricing Models When Asset Returns Are Predictable
resolves10.2307/1912934
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
The 9 references without a DOI — listed, not checked
no DOI — not checkedStudies in stock price volatility changes
no DOI — not checked10.1016/S0927-5398(00)00024-4_BIB6
no DOI — not checked10.1016/S0927-5398(00)00024-4_BIB10
no DOI — not checkedDuan, J.-C., 1999. Conditionally fat-tailed distributions and the volatility smile in options. Working paper, Department of Finance, Hong Kong University of Science and Technology.
no DOI — not checkedHedging of contingent claims under incomplete information
no DOI — not checkedHedging of non-redundant contingent claims
no DOI — not checkedHafner, C.M. and Herwartz, H., 1999, Testing for linear autoregressive dynamics under heteroskedasticity, SFB 373 Discussion Paper 07, Humboldt-Universität zu Berlin.
no DOI — not checkedTesting periodicity in time series models—a recommendation of bootstrap methods
no DOI — not checked10.1016/S0927-5398(00)00024-4_BIB24
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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