Reference health

Stochastic behaviour of the Athens stock exchange

https://doi.org/10.1080/758532830
CiteStamped reference-health badge
1 of 29 checkable references need attention · checked 2026-09-17

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.

7 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 work10.1300/J284v01n01_04
The 28 checked references that resolve
resolves10.1086/296451
Conditional Heteroscedasticity in Time Series of Stock Returns: Evidence and Forecasts
resolves10.1111/j.1540-6288.1991.tb00386.x
Conditional Dependence in Precious Metal Prices
resolves10.1080/07350015.1989.10509739
The Message in Daily Exchange Rates: A Conditional-Variance Tale
resolves10.1016/0304-405X(83)90056-9
Biases in computed returns
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.1016/0304-4076(92)90064-X
ARCH modeling in finance
resolves10.1086/296404
A General Distribution for Describing Security Price Returns
resolves10.1016/0304-405X(82)90018-6
The stochastic behavior of common stock variances Value, leverage and interest rate effects
resolves10.1080/00036848800000124
Risk, return and international investment by US corporations
resolves10.2307/1912517
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.2307/1913242
Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model
resolves10.1086/294743
The Behavior of Stock-Market Prices
resolves10.2307/2329918
Stationarity of Random Data: Some Implications for the Distribution of Stock Price Changes
resolves10.1111/j.1540-6288.1990.tb00802.x
High Road to a Global Marketplace: The International Transmission of Stock Market Fluctuations
resolves10.1016/0304-405X(87)90026-2
Expected stock returns and volatility
resolves10.1080/07350015.1989.10509740
Modeling Heteroscedasticity in Daily Foreign-Exchange Rates
resolves10.1080/01621459.1974.10480135
On the Stable Paretian Behavior of Stock-Market Prices
resolves10.1111/j.1467-9892.1985.tb00396.x
COMPARISON OF CRITERIA FOR ESTIMATING THE ORDER OF A VECTOR AUTOREGRESSIVE PROCESS
resolves10.1086/294632
The Variation of Certain Speculative Prices
resolves10.1086/295006
The Variation of Some Other Speculative Prices
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.2307/2938260
Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1016/0304-4076(90)90101-X
Alternative models for conditional stock volatility
resolves10.1080/00036849000000077
The behaviour of Athens stock prices
resolves10.1093/biomet/75.2.335
Testing for a unit root in time series regression
resolves10.2307/2534497
International Stock Price Movements: Links and Messages
The 7 references without a DOI — listed, not checked
no DOI — not checkedBerndt , E. K. , Hall , H. B. , Hall , R. E. and Hausman , J. A. 1974 . Estimation and inference in nonlinear structural models . Journal of Economic and social Measurement , 4 : 653 – 666 .
no DOI — not checkedBlack , F. 1976 . Studies of Stock Market Volatility Changes . Proceedings of the American Statistical Association, Business and Economics Studies Section , : 177 – 181 .
no DOI — not checkedfuller , W. A. 1976 . Introduction to Statistical time series , 373 New York : Wiley .
no DOI — not checkedJessop , G. December 1979 . “ Greece: a nation at the crossroads ” . In Marketing December , 73 – 77 . U.K.
no DOI — not checkedNiarchos , N. A. and Georgakopoulos , M. C. 1986 . The effect of annul corporate profit reports on the Athens stock exchange: an empirical investigation . Management International Review , 26 : 64 – 72 .
no DOI — not checkedPapaioannou , G. J. and Philippatos , G. C. 1982 . The intervaling effect under non synchronous trading and price adjustment lags in the athens stock exchange . Spoudai , 4 : 627 – 639 .
no DOI — not checkedShiller , J. R. 1989 . Market Volatility , 55 – 57 . MIT Press .
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 2026-09-17 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.1080/758532830"><img src="https://citestamp.com/citestamped/10.1080/758532830/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.1080/758532830/badge.svg)](https://citestamp.com/citestamped/10.1080/758532830)