Reference health
Portfolio Risk Forecasting
4 of 36 checkable references need attention · checked 2026-10-08
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.
5 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 work10.2307/1391368
does not resolve to a known work10.2307/2337532
does not resolve to a known work10.2307/2289314
does not resolve to a known work10.2307/2328636
The 32 checked references that resolve
resolves10.1016/j.jfineco.2002.06.001
On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/0022-1082.00494
No Contagion, Only Interdependence: Measuring Stock Market Comovements
resolves10.1111/j.1467-9469.2006.00470.x
Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation
resolves10.2307/1912791
Investigating Causal Relations by Econometric Models and Cross-spectral Methods
resolves10.1016/j.jeconom.2005.01.033
Term structure of risk under alternative econometric specifications
resolves10.2307/1912559
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
resolves10.1080/09603100500426515
Dependence patterns across financial markets: a mixed copula approach
resolves10.1239/aap/1033662167
Multivariate extremes, aggregation and dependence in elliptical distributions
resolves10.1016/s0261-5606(97)00004-1
Interaction between stock markets: an analysis of the common trading hours at the London and New York stock exchange
resolves10.1093/rfs/1.1.41
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
resolves10.1016/j.jfineco.2006.10.002
Asymmetric stock market volatility and the cyclical behavior of expected returns
The 5 references without a DOI — listed, not checked
no DOI — not checkedref9
no DOI — not checkedref12
no DOI — not checkedref24
no DOI — not checkedAn Introduction to Copulas
no DOI — not checkedFonctions de repartition a n dimensions et leurs marges
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 2026-10-08 — 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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