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An Asset Pricing Theory of Volatility Tail Behavior
1 of 45 checkable references need attention · checked 2026-08-27
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.
13 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 work10.1093/rfs/6.3.659
The 44 checked references that resolve
resolves10.1111/j.1468-0262.2005.00572.x
Correcting the Errors: Volatility Forecast Evaluation Using High-Frequency Data and Realized Volatilities
resolves10.1016/j.jfineco.2010.03.009
Returns of claims on the upside and the viability of U-shaped pricing kernels☆
resolves10.1111/1467-9868.00336
Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
resolves10.1016/s0165-1889(98)00064-5
A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk
resolves10.1111/j.1540-6261.1990.tb02440.x
Optimal Hedging under Intertemporally Dependent Preferences
resolves10.1111/j.1540-6261.2006.01006.x
Model Uncertainty and Option Markets with Heterogeneous Beliefs
resolves10.1016/j.rie.2017.01.002
Aggregation of heterogenous beliefs, asset pricing, and risk sharing in complete financial markets
resolves10.1016/0022-0531(89)90067-7
Optimal consumption and portfolio policies when asset prices follow a diffusion process
resolves10.1017/s0022109010000463
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1111/j.1540-6261.2006.01059.x
A Nonlinear Factor Analysis of S&P 500 Index Option Returns
resolves10.1111/j.1467-937x.2007.00439.x
Consensus Consumer and Intertemporal Asset Pricing with Heterogeneous Beliefs
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
resolves10.1016/j.jfineco.2010.06.006
Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts☆
The 13 references without a DOI — listed, not checked
no DOI — not checkedref3
no DOI — not checkedStudies of stock price volatility changes
no DOI — not checkedref25
no DOI — not checkedref29
no DOI — not checkedref31
no DOI — not checkedConsistent modeling of SPX and VIX options
no DOI — not checkedOn the impossibility of informationally efficient markets
no DOI — not checkedref40
no DOI — not checkedref43
no DOI — not checkedref46
no DOI — not checkedref47
no DOI — not checkedVIX option pricing in a jump-diffusion model
no DOI — not checkedref58
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