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.
The 54 checked references that resolve
resolves10.1111/1468-0262.00470Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
resolves10.2307/2171860Nonparametric Pricing of Interest Rate Derivative Securities
resolves10.1093/rfs/hhi016How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
resolves10.1086/250059By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.3386/w3742No News is Good News: An Asymmetric Model of Changing Volatility in Stock Returns
resolves10.1093/rfs/6.4.765The Rationality of Early Exercise Decisions: Evidence from the S&P 100 Index Options Market
resolves10.2307/1913778Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework
resolves10.2307/2325486Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.3982/ecta7192Efficient Derivative Pricing by the Extended Method of Moments
resolves10.2307/1912775Large Sample Properties of Generalized Method of Moments Estimators
resolves10.2307/1911873Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
resolves10.1093/rfs/6.2.327A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1093/rfs/hhh006Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
resolves10.1093/rfs/hhl037Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation
resolves10.2307/2171942An Information-Theoretic Alternative to Generalized Method of Moments Estimation
resolves10.1093/rfs/6.2.293Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities
resolves10.1093/rfs/hhp025Nonparametric Estimation of State-Price Densities Implicit in Interest Rate Cap Prices
resolves10.2307/2938260Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1111/1540-6261.00518Clearly Irrational Financial Market Behavior: Evidence from the Early Exercise of Exchange Traded Stock Options
resolves10.1093/rfs/11.3.449Nonparametric Density Estimation and Tests of Continuous Time Interest Rate Models
resolves10.1093/rfs/hhr073The Bear's Lair: Index Credit Default Swaps and the Subprime Mortgage Crisis
resolves10.1093/rfs/4.4.727Stock Price Distributions with Stochastic Volatility: An Analytic Approach
The 5 references without a DOI — listed, not checked
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedAn Introduction to the Bootstrap
no DOI — not checkedref47
no DOI — not checkedref55
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