Reference health
Quantile-Based Inference for Tempered Stable Distributions
15/15 checkable references clean · checked 2026-08-27
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.
6 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 15 checked references that resolve
resolves10.1007/s10479-012-1229-8
Measuring financial risk and portfolio optimization with a non-Gaussian multivariate model
resolves10.1103/physreve.52.1197
Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process
resolves10.1080/03610926.2011.552828
Parameter Estimation for Exponentially Tempered Power Law Distributions
resolves10.1016/j.csda.2005.03.004
Calibrated FFT-based density approximations for -stable distributions
The 6 references without a DOI — listed, not checked
no DOI — not checkedNormal modified stable processes
no DOI — not checkedModified tempered stable distribution, GARCH models and option pricing
no DOI — not checkedref18
no DOI — not checkedEach cell in columns 2-6 is divided in two. The upper sub-cell is the estimated parameter while the lower sub-cell shows the pair [a,b] where "a" is the estimated standard deviation and "b" is the relative efficiency ratio (i.e. the ratio MSQ variance / MLE variance)
no DOI — not checkedEach cell in columns 2-6 is divided in two. The upper sub-cell is the estimated parameter while the lower sub-cell shows the pair [a,b] where "a" is the estimated standard deviation and "b" is the relative efficiency ratio (i.e. the ratio MSQ variance / MLE variance)
no DOI — not checkedThe tests are the three Christoffersen (1998) likelihood ratio (CLR) tests (CLRuc for unconditional coverage, CLR ind for independence, and CLRcc for coverage and independence.) and two Berkowitz (2001) likelihood ratio (BLR) tests (BLR ind for independence and BLR tail for a large loss). The CLR tests are shown in columns 4-6 while the BLR tests are in columns 7-8. Every entry in these columns is the pair a[b], where "a" is the value of the test statistics and "b" its corresponding p-value. The column N denotes the number of violations. The table is divided in three panels
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