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On Historical Volatility in Emerging Markets Using Advanced GARCH Models

https://doi.org/10.2139/ssrn.3093469
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3 of 18 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.

5 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 work10.2307/2329067
does not resolve to a known work10.2307/2335207
does not resolve to a known work10.2307/2328636
The 15 checked references that resolve
resolves10.1111/j.1540-6261.1997.tb02722.x
Heterogeneous Information Arrivals and Return Volatility Dynamics: Uncovering the Long‐Run in High Frequency Returns
resolves10.2307/2527343
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
resolves10.1016/0304-4076(86)90063-1
Generalized autoregressive conditional heteroskedasticity
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.1111/j.1467-6435.1973.tb01882.x
RECENT BEHAVIOUR OF STOCK MARKET PRICES IN GERMANY AND THE RANDOM WALK HYPOTHESIS
resolves10.1111/j.1467-9485.1970.tb00714.x
A STATISTICAL STUDY OF U.K. SHARE PRICES
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1017/s0266466600009063
Multivariate Simultaneous Generalized ARCH
resolves10.1016/0304-4076(90)90099-f
Asset pricing with a factor-arch covariance structure
resolves10.2307/2325486
Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.1086/296072
On the Estimation of Security Price Volatilities from Historical Data
resolves10.1016/s0378-4266(86)80031-0
Weak-form efficiency in the Kuala Lumpur and Singapore stock markets
resolves10.1080/07350015.1990.10509794
Persistence in Variance, Structural Change, and the GARCH Model
resolves10.2307/2938260
Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1177/0256090919950104
Stock Market Volatility: Roots and Results
The 5 references without a DOI — listed, not checked
no DOI — not checkedStudies of Stock Price Volatility Changes
no DOI — not checkedARCH Models in
no DOI — not checkedref13
no DOI — not checkedref16
no DOI — not checkedref21
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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