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An Examination of the Continuous-Time Dynamics of International Volatility Indices Amid the Recent Market Turmoil

1 of 24 checkable references need attention · checked 2026-08-17

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.

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.

References needing attention

does not resolve to a known work10.1007/978-1-4899-3324-9

The 23 checked references that resolve

resolves10.1093/rfs/9.2.385

Testing Continuous-Time Models of the Spot Interest Rate

resolves10.1111/0022-1082.00149

Transition Densities for Interest Rate and Other Nonlinear Diffusions

resolves10.1111/1468-0262.00274

Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach

resolves10.1086/431451

A Refinement to Aït‐Sahalia's (2002) “Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐Form Approximation Approach”*

resolves10.1016/j.jfineco.2005.09.005

Estimation of continuous-time models with an application to equity volatility dynamics

resolves10.1016/j.jbankfin.2005.07.015

Hedging volatility risk

resolves10.3905/jod.2006.616865

A Tale of Two Indices

resolves10.1111/0022-1082.00208

Is the Short Rate Drift Actually Nonlinear?

resolves10.2307/1911242

A Theory of the Term Structure of Interest Rates

resolves10.1016/j.jbankfin.2007.01.011

An empirical comparison of continuous-time models of implied volatility indices

resolves10.1016/s0304-405x(03)00207-1

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

resolves10.1016/0378-4266(95)00034-8

Valuing futures and options on volatility

resolves10.3905/jod.2002.319183

Transition Densities of Diffusion Processes

resolves10.1093/rfs/hhg014

Nonlinear Mean Reversion in the Short-Term Interest Rate

resolves10.1016/j.jfineco.2004.03.001

Conditional estimation of diffusion processes

resolves10.2307/2330693

Financial Innovation: The Last Twenty Years and the Next

resolves10.1111/j.1745-6622.1992.tb00213.x

FINANCIAL INNOVATION: ACHIEVEMENTS AND PROSPECTS

resolves10.1093/rfs/hhm072

Is Nonlinear Drift Implied by the Short End of the Term Structure?

resolves10.1016/s1574-0102(03)01010-0

Financial Innovation

resolves10.1201/b14876

Kernel Smoothing

resolves10.3905/jod.1993.407868

Derivatives on Market Volatility

resolves10.3905/jpm.2000.319728

The Investor Fear Gauge

resolves10.1016/j.jbankfin.2005.04.025

Pricing methods and hedging strategies for volatility derivatives

The 3 references without a DOI — listed, not checked

no DOI — not checkedref15

no DOI — not checkedref18

no DOI — not checkedref20

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.

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