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Realized Volatility

https://doi.org/10.2139/ssrn.1092203
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1 of 27 checkable references need attention · checked 2026-08-27

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.

12 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 work10.2307/1392098
The 26 checked references that resolve
resolves10.1093/rfs/hhi016
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
resolves10.1111/1540-6261.00454
Range‐Based Estimation of Stochastic Volatility Models
resolves10.3386/w12962
Do Bonds Span Volatility Risk in the U.S. Treasury Market? A Specification test for Affine Term Structure Models
resolves10.1111/j.1540-6261.1997.tb02722.x
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns
resolves10.1162/003465302760556486
Nonlinear Features of Realized FX Volatility
resolves10.1002/fut.10016
Measuring and forecasting S&P 500 index‐futures volatility using high‐frequency data
resolves10.1093/rfs/hhh008
Whence GARCH? A Preference-Based Explanation for Conditional Volatility
resolves10.1002/jae.689
A theoretical comparison between integrated and realized volatility
resolves10.1016/0304-405X(80)90007-0
On estimating the expected return on the market
resolves10.1007/s10436-010-0152-8
A Gaussian calculus for inference from high frequency data
resolves10.1086/296071
The Extreme Value Method for Estimating the Variance of the Rate of Return
resolves10.2139/ssrn.675322
Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies
resolves10.1198/073500106000000341
Testing the Continuous Semimartingale Hypothesis for the S&P 500
resolves10.1007/978-3-662-02619-9
Stochastic Integration and Differential Equations
resolves10.1016/0304-405x(77)90041-1
Estimating betas from nonsynchronous data
resolves10.1093/rfs/3.1.77
Stock Volatility and the Crash of ’87
resolves10.2307/1912002
The Price Variability-Volume Relationship on Speculative Markets
resolves10.2139/ssrn.782746
Stochastic Volatility in General Equilibrium
resolves10.1016/s0927-5398(02)00052-x
Realized volatility in the futures markets
resolves10.1016/j.jeconom.2008.10.005
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
resolves10.1086/209650
Drift Independent Volatility Estimation Based on High, Low, Open, and Close Prices
resolves10.2139/ssrn.885438
Estimating Covariation: Epps Effect, Microstructure Noise
resolves10.1198/016214505000000169
A Tale of Two Time Scales
resolves10.1093/rfs/hhp004
Explaining Credit Default Swap Spreads with the Equity Volatility and Jump Risks of Individual Firms
resolves10.1088/1469-7688/4/1/007
Volatility processes and volatility forecast with long memory
resolves10.29338/dp2018-02
The 12 references without a DOI — listed, not checked
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no DOI — not checkedref29
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no DOI — not checkedref35
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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