Reference health
Estimation of Jump Tails
33/33 checkable references clean · checked 2026-08-14
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.
3 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 33 checked references that resolve
resolves10.3386/w11775
Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility
resolves10.2139/ssrn.620203
Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
resolves10.1111/1467-9868.00282
Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
resolves10.1093/jjfinec/nbi022
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
resolves10.3386/w13724
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
resolves10.1214/aos/1176343247
A Simple General Approach to Inference About the Tail of a Distribution
resolves10.1016/j.spa.2007.05.005
Asymptotic properties of realized power variations and related functionals of semimartingales
resolves10.1111/j.1467-9469.2008.00622.x
Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
resolves10.1214/aop/1176989279
Distributions of Subadditive Functionals of Sample Paths of Infinitely Divisible Processes
resolves10.1007/s11203-005-8113-y
M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
resolves10.1007/s10260-010-0134-z
Threshold selection in jump-discriminant filter for discretely observed jump processes
resolves10.1007/s11203-005-8114-x
Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
resolves10.1016/j.jeconom.2008.10.005
Estimation of continuous-time stochastic volatility models with jumps using high-frequency data
The 3 references without a DOI — listed, not checked
no DOI — not checkedref9
no DOI — not checkedref22
no DOI — not checkedref28
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