Reference health

On Estimating Bitcoin Value at Risk: A Comparative Analysis

https://doi.org/10.2139/ssrn.3236813
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2 of 35 checkable references need attention · checked 2026-08-28

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.

10 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 work10.1016/S0304-405X(98
does not resolve to a known work10.1016/0304-4076(90
The 33 checked references that resolve
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A comprehensive review of Value at Risk methodologies
resolves10.21314/jrmv.2015.132
The role of the loss function in value-at-risk comparisons
resolves10.2139/ssrn.2905109
General Properties of Backtestable Statistics
resolves10.1016/s0378-4266(02)00283-2
On the coherence of expected shortfall
resolves10.2469/faj.v51.n5.1932
VAR: Seductive but Dangerous
resolves10.1016/j.jbankfin.2014.03.019
Risk models-at-risk
resolves10.21314/jrmv.2012.094
Backtesting value-at-risk: a comparison between filtered bootstrap and historical simulation
resolves10.21314/jor.2008.172
Evaluating value-at-risk measures in the presence of long memory conditional volatility
resolves10.21314/jrmv.2016.163
A quick tool to forecast value-at-risk using implied and realized volatilities
resolves10.1093/jjfinec/nbh004
Backtesting Value-at-Risk: A Duration-Based Approach
resolves10.3390/jrfm10040017
GARCH Modelling of Cryptocurrencies
resolves10.2139/ssrn.2328211
An Heuristic Improvement of a Filtered Bootstrap Approach
resolves10.21314/jrmv.2018.183
Shrunk volatility value-at-risk: an application on US balanced portfolios
resolves10.2139/ssrn.1968117
Sovereign Risk: How Filtered Bootstrap and Historical Simulation Catch Government Problems
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.3905/jod.2005.517186
Implied Volatility Indexes and Daily Value at Risk Models
resolves10.1111/j.1540-6261.1993.tb05128.x
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
resolves10.2139/ssrn.1028807
Evaluation of Value-at-Risk Models Using Historical Data
resolves10.1007/s11408-007-0057-3
Philippe Jorion: Value at Risk – The New Benchmark for Managing Financial Risk
resolves10.1093/jjfinec/nbj002
Value-at-Risk Prediction: A Comparison of Alternative Strategies
resolves10.3905/jod.1995.407942
Techniques for Verifying the Accuracy of Risk Measurement Models
resolves10.3905/jpm.2004.110
Honey, I Shrunk the Sample Covariance Matrix
resolves10.21314/jor.1999.005
Regulatory evaluation of value-at-risk models
resolves10.1016/j.econmod.2014.03.025
Realized volatility models and alternative Value-at-Risk prediction strategies
resolves10.1016/j.eneco.2009.02.005
Extreme Value Theory and Value at Risk: Application to oil market
resolves10.1111/j.0391-5026.2004.00137.x
Integrated Risk Management with a Filtered Bootstrap Approach
resolves10.1016/s0927-5398(00)00012-8
Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
resolves10.1080/13518471003640134
Option-based forecasts of volatility: an empirical study in the DAX-index options market
resolves10.1007/s10700-013-9161-1
A comparative assessment of different fuzzy regression methods for volatility forecasting
resolves10.2307/2938260
Conditional Heteroskedasticity in Asset Returns: A New Approach
resolves10.1016/j.jbankfin.2005.04.013
The hidden dangers of historical simulation
resolves10.18267/j.pep.229
An Application of the Garch-t Model on Central European Stock Returns
resolves10.2139/ssrn.251669
Risk Analysis for Asset Managers: Historical Simulation, the Bootstrap Approach and Value at Risk Calculation
The 10 references without a DOI — listed, not checked
no DOI — not checkedVaR without correlations for portfolios of derivative securities
no DOI — not checkedref6
no DOI — not checkedref7
no DOI — not checkedGeneralized autoregressive conditional heteroskedasticity
no DOI — not checkedRisk Management in an Asset Management Company: A Practical Case
no DOI — not checkedref13
no DOI — not checkedCESR guidelines on risk measurement and the calculation of global exposure and counterparty risk for UCITS
no DOI — not checkedref18
no DOI — not checkedThe underlying assumptions in the standard formula for the Solvency Capital Requirement calculation DOI
no DOI — not checkedref38
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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