Reference health
A Partially Linear Approach to Modelling the Dynamics of Spot and Futures Prices
1 of 27 checkable references need attention · checked 2026-08-28
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.
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References needing attention
does not resolve to a known work10.1002/(sici)1099-1255(199805/06)13:3<245::aid-jae480>3.3.co;2-5
The 26 checked references that resolve
resolves10.1111/1467-8454.00141
Market Architecture and Nonlinear Dynamics of Australian Stock and Futures Indices
resolves10.1016/s0378-4266(04)00048-2
A note on execution costs for stock index futures: Information versus liquidity effects
resolves10.1093/rfs/9.1.301
Index Arbitrage and Nonlinear dynamics Between the S&P 500 Futures and Cash
resolves10.1080/10485259908832783
Root-n-consistent estimation of partially linear time series models
resolves10.1080/10485259908832762
Central limit theorem for degenerate
<i>U</i>
-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
resolves10.1080/07350015.1995.10524576
Estimation of Common Long-Memory Components in Cointegrated Systems
resolves10.1016/s0304-4076(02)00097-0
Testing for two-regime threshold cointegration in vector error-correction models
resolves10.1111/j.1540-6261.1987.tb04368.x
The Temporal Price Relationship between S&P 500 Futures and the S&P 500 Index
resolves10.1016/s0304-4076(98)00011-6
A simple consistent bootstrap test for a parametric regression function
resolves10.1093/rfs/14.3.617
Cross-Border Investing with Tax Arbitrage: The Case of German Dividend Tax Credits
resolves10.1111/j.1540-6261.2007.01273.x
Liquidity and the Law of One Price: The Case of the Futures‐Cash Basis
resolves10.1002/(sici)1096-9934(199606)16:4<405::aid-fut3>3.3.co;2-a
A further investigation of the lead‐lag relationship between the cash market and stock index futures market with the use of bid/ask quotes: The case of France
resolves10.1016/s0378-4266(00)00162-x
Index arbitrage with heterogeneous investors: A smooth transition error correction analysis
resolves10.1111/j.1467-9965.1994.tb00058.x
THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS<sup>1</sup>
resolves10.1016/0304-4076(95)01760-7
A consistent test of functional form via nonparametric estimation techniques
The 4 references without a DOI — listed, not checked
no DOI — not checkedref10
no DOI — not checkedSmoothing in by Weighted Averaging Using Rounded Points
no DOI — not checkedref27
no DOI — not checkedNonlinear Error-Correction Models for Interest Rates in the Netherlands
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