Reference health
The Informational Content of High-Frequency Option Prices
16/16 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.
1 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 16 checked references that resolve
resolves10.1111/j.1540-6261.1997.tb02749.x
Empirical Performance of Alternative Option Pricing Models
resolves10.1016/j.jfineco.2018.09.008
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
resolves10.3982/ecta6495
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
resolves10.1093/jjfinec/nbi022
Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
resolves10.1111/j.1540-6261.1991.tb03775.x
The Crash of ʼ87: Was It Expected? The Evidence from Options Markets
resolves10.1093/rfs/9.1.69
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
resolves10.1111/j.1540-6261.2007.01241.x
Model Specification and Risk Premia: Evidence from Futures Options
resolves10.1016/j.jeconom.2010.03.014
The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets
The 1 reference without a DOI — listed, not checked
no DOI — not checkedChicago Board Options Exchange
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