Reference health
Copula-Based Specification of Vector MEMs
1 of 33 checkable references need attention · checked 2026-08-24
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.
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.
References needing attention
does not resolve to a known work10.2307/1392185
The 32 checked references that resolve
resolves10.1111/j.1540-6261.1996.tb05206.x
Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility
resolves10.2139/ssrn.1154144
Multivariate Realised Kernels: Consistent Positive Semi-Definite Estimators of the Covariation of Equity Prices with Noise and Non-Synchronous Trading
resolves10.1016/j.csda.2006.09.030
Financial econometric analysis at ultra-high frequency: Data handling concerns
resolves10.1353/mcb.2005.0027
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
resolves10.1017/cbo9780511615337.008
Correlation and Dependence in Risk Management: Properties and Pitfalls
resolves10.1016/j.jeconom.2005.01.018
A multiple indicators model for volatility using intra-daily data
resolves10.1093/rfs/hhn004
The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes
resolves10.2307/2999632
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
resolves10.1016/j.ijforecast.2014.09.005
Forecasting realized volatility with changing average levels
resolves10.1016/j.jedc.2008.01.009
Capturing common components in high-frequency financial time series: A multivariate stochastic multiplicative error model
resolves10.1093/jjfinec/nbt002
Capturing the Zero: A New Class of Zero-Augmented Distributions and Multiplicative Error Processes
resolves10.1017/s0266466604225099
03.5.2. Consistent Standard Errors for Target Variance Approach to
GARCH Estimation—Solution
The 6 references without a DOI — listed, not checked
no DOI — not checkedGrappling with GARCH
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref33
no DOI — not checkedref36
no DOI — not checkedCopula-based models for financial time series
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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checked 2026-08-24 — 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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