Reference health
On the Economic Evaluation of Volatility Forecasts
32/32 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.
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.
The 32 checked references that resolve
resolves10.2307/2527343
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
resolves10.3982/ecta6495
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
resolves10.2139/ssrn.1154144
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading
resolves10.2139/ssrn.1282254
Forecasting Realized (Co)Variances with a Block Structure Wishart Autoregressive Model
resolves10.1016/j.jeconom.2010.05.001
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
resolves10.1016/s0304-4076(01)00071-9
Tests of equal forecast accuracy and encompassing for nested models
resolves10.1111/j.1467-9892.2007.00543.x
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series
resolves10.1016/s0304-405x(02)00259-3
The economic value of volatility timing using “realized” volatility
resolves10.1016/j.jeconom.2008.12.016
The Wishart Autoregressive process of multivariate stochastic volatility
resolves10.1016/j.jeconom.2010.03.015
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
resolves10.3150/bj/1116340299
On covariance estimation of non-synchronously observed diffusion processes
resolves10.1016/j.spa.2008.11.004
Microstructure noise in the continuous case: The pre-averaging approach
resolves10.1002/jae.1062
On portfolio optimization: How and when do we benefit from high‐frequency data?
resolves10.1016/j.jeconom.2010.03.034
Volatility forecast comparison using imperfect volatility proxies
resolves10.1002/jae.1158
Realising the future: forecasting with high‐frequency‐based volatility (HEAVY) models
resolves10.1016/0304-4076(92)90084-5
Maximum likelihood estimation of stationary univariate fractionally integrated time series models
resolves10.1093/jjfinec/nbl011
Integrated Covariance Estimation using High-frequency Data in the Presence of Noise
resolves10.3150/bj/1165269149
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach
The 5 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedOn the efficacy of techniques for evaluating multivariate volatility forecasts
no DOI — not checkedref15
no DOI — not checkedref25
no DOI — not checkedRobust Data-Driven Inference for Density-Weighted Average Derivatives 2009-47: Mark Podolskij and Mathias Vetter: Understanding limit theorems for semimartingales: a short survey 2009-48: Isabel Casas and Irene Gijbels: Unstable volatility functions: the break preserving local linear estimator 2009-49: Torben G. Andersen and Viktor Todorov: Realized Volatility and Multipower Variation
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
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/10.2139/ssrn.1513264"><img src="https://citestamp.com/citestamped/10.2139/ssrn.1513264/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.1513264)