Reference health
The Price of Variance Risk
22/22 checkable references clean · checked 2026-08-05
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.
11 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 22 checked references that resolve
resolves10.1017/s0022109010000463
The Term Structure of Variance Swap Rates and Optimal Variance Swap Investments
resolves10.1086/261750
Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: An Empirical Analysis
resolves10.3386/w19812
The Price of Political Uncertainty: Theory and Evidence from the Option Market
The 11 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref4
no DOI — not checkedref7
no DOI — not checkedChicago Board Options
no DOI — not checkedThe Information in Long-Maturity Forward Rates
no DOI — not checkedVariable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
no DOI — not checkedref18
no DOI — not checkedNote: Characteristics of annualized monthly realized volatility during and outside disasters across countries. Returns data used to construct realized volatility for the US is from CRSP, for all other countries from Datastream. Consumption disaster dates are from Barro
no DOI — not checkedref31
no DOI — not checkedref32
no DOI — not checkedref33
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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.
checked 2026-08-05 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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