Reference health
The forecasting power of short-term options
44/44 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.
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.
The 44 checked references that resolve
resolves10.1016/j.jeconom.2019.11.001
Option market trading activity and the estimation of the pricing kernel: A Bayesian approach
resolves10.1002/ijfe.1743
Option‐implied risk measures: An empirical examination on the S&P 500 index
resolves10.1016/S0304-4076(03)00104-0
Estimation of risk-neutral densities using positive convolution approximation
resolves10.1016/S0261-5606(97)00054-5
Implied exchange rate distributions: evidence from OTC option markets
resolves10.1093/rfs/hhm055
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.3905/jod.1997.407988
Estimating the Probability Distribution of the Future Exchange Rate from Option Prices
resolves10.1002/for.2756
Forecasting value at risk and conditional value at risk using option market data
resolves10.2307/1913610
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
resolves10.1016/j.jempfin.2010.04.007
Retrieving risk neutral densities from European option prices based on the principle of maximum entropy
resolves10.1080/10485259608832675
Asymmetric least squares regression estimation: A nonparametric approach
The 10 references without a DOI — listed, not checked
no DOI — not checkedImplicit quantiles and expectiles
no DOI — not checkedref17
no DOI — not checkedref22
no DOI — not checkedref29
no DOI — not checkedNonparametric Regression and Generalized Linear Models
no DOI — not checkedref35
no DOI — not checkedref38
no DOI — not checkedOption-implied probability distributions and currency excess returns
no DOI — not checkedWhat is kurtosis? an influence function approach
no DOI — not checkedThe bounds of probability
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