Reference health
On the Nature of Jump Risk Premia
23/23 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.
14 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 23 checked references that resolve
resolves10.1016/j.jfineco.2018.09.008
Inferring volatility dynamics and risk premia from the S&P 500 and VIX markets
resolves10.1016/j.jfineco.2016.02.001
Roughing up beta: Continuous versus discontinuous betas and the cross section of expected stock returns
resolves10.1108/03074351311322843
A margin requirement based return calculation for portfolios of short option positions
resolves10.1016/j.jfineco.2015.02.009
Does realized skewness predict the cross-section of equity returns?
The 14 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedStudies of stock price volatility changes
no DOI — not checkedref11
no DOI — not checkedref12
no DOI — not checkedref14
no DOI — not checkedref15
no DOI — not checkedRobust estimation and inference for heavy tailed GARCH
no DOI — not checkedGeneralized Method of Moments with Tail Trimming
no DOI — not checkedref28
no DOI — not checkedref29
no DOI — not checkedref31
no DOI — not checkedref34
no DOI — not checkedref36
no DOI — not checkedref40
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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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or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — 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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