Reference health

A Novel Approach to Quantification of Model Risk for Practitionners

https://doi.org/10.2139/ssrn.2939983
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11/11 checkable references clean · checked 2026-08-18

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.

8 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 11 checked references that resolve
resolves10.1214/lnms/1215467059
Chapter 2: Differential Geometrical Theory of Statistics
resolves10.1016/j.jbankfin.2014.03.019
Risk models-at-risk
resolves10.2139/ssrn.493482
Model Risk: A Conceptual Framework for Risk Measurement and Hedging
resolves10.1017/CBO9780511616822
Riemannian Geometry
resolves10.1111/j.1467-9965.2006.00281.x
MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
resolves10.1007/978-3-642-62010-2_3
General measure theory
resolves10.1007/bf01601813
Ueber den Begriff der vollständigen differentialgeometrischen Fläche
resolves10.2307/3595007
A Methodology for Assessing Model Risk and Its Application to the Implied Volatility Function Model
resolves10.1007/978-1-4612-0541-8_15
Volume Forms
resolves10.1002/9781118467312
Understanding and Managing Model Risk
resolves10.1007/978-1-4899-3306-5
Differential Geometry and Statistics
The 8 references without a DOI — listed, not checked
no DOI — not checkedA class of distributions which includes the normal ones
no DOI — not checkedThe validity of credit risk model validation methods
no DOI — not checkedBoard of Governors of the Federal Reserve System
no DOI — not checkedref10
no DOI — not checkedref13
no DOI — not checkedManifolds with density
no DOI — not checkedInformation and accuracy attainable in the estimation of statistical parameters
no DOI — not checkedref19
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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