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Characterizing Heteroskedasticity

https://doi.org/10.2139/ssrn.1420162
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14/14 checkable references clean · checked 2026-08-27

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.

8 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 14 checked references that resolve
resolves10.1103/physreve.64.026103
Multifractal random walk
resolves10.1016/s0304-4076(95)01749-6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.2139/ssrn.36960
Modelling Short-Term Volatility with GARCH and Harch Models
resolves10.1016/0927-5398(93)90006-d
A long memory property of stock market returns and a new model
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1080/07474938608800095
Modelling the persistence of conditional variances
resolves10.1086/294633
Mandelbrot and the Stable Paretian Hypothesis
resolves10.2307/2528963
Robust Estimates, Residuals, and Outlier Detection with Multiresponse Data
resolves10.1088/1469-7688/3/4/308
Market heterogeneities and the causal structure of volatility
resolves10.1086/294632
The Variation of Certain Speculative Prices
resolves10.1007/s100510070131
Modelling fluctuations of financial time series: from cascade process to stochastic volatility model
resolves10.1088/1469-7688/4/1/007
Volatility processes and volatility forecast with long memory
resolves10.2139/ssrn.1420185
The Riskmetrics 2006 Methodology
The 8 references without a DOI — listed, not checked
no DOI — not checkedCausal cascade in the stock market from the "infrared" to the "ultraviolet
no DOI — not checkedref5
no DOI — not checkedref12
no DOI — not checkedCorrelation in economic time series
no DOI — not checkedLong-term memories of developed and emerging markets: Using the scaling analysis to characterize their stage of development
no DOI — not checkedForecasting financial market volatility. Wiley Finance
no DOI — not checkedref19
no DOI — not checkedTime reversal invariance in finance. Quantitative Finance
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 2026-08-27 — 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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