Reference health
Modeling the Dynamics of Correlations Among Implied Volatilities
4 of 37 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.
4 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 work10.2307/2329472
does not resolve to a known work10.2307/2329067
does not resolve to a known work10.2307/2328253
does not resolve to a known work10.1257/.41.2.478
The 33 checked references that resolve
resolves10.3905/jod.2007.686420
A Closed Form Approach to the Valuation and Hedging of Basket and Spread Option
resolves10.1080/14697680601087883
Volatility surfaces: theory, rules of thumb, and empirical evidence
resolves10.2469/faj.v52.n4.2008
The Local Volatility Surface: Unlocking the Information in Index Option Prices
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/j.jeconom.2014.04.013
Priced risk and asymmetric volatility in the cross section of skewness
resolves10.1093/rfs/hhn004
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
resolves10.1093/oxfordhb/9780199553433.013.0012
The Informational Content Of Financial Options For Quantitative Asset Management: Areview
resolves10.1111/0022-1082.00152
Market Risk and Model Risk for a Financial Institution Writing Options
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/s0304-405x(01)00088-5
The jump-risk premia implicit in options: evidence from an integrated time-series study
The 4 references without a DOI — listed, not checked
no DOI — not checkedref22
no DOI — not checkedref26
no DOI — not checkedref28
no DOI — not checkedIvy DB File and Data Reference Manual
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