Reference health
Estimating Real World Probabilities: A Forward-Looking Behavioral Framework
1 of 78 checkable references need attention · checked 2026-08-03
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.
9 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 work10.1257/.41.2.478
The 77 checked references that resolve
resolves10.1016/j.joep.2012.04.003
Information, overconfidence and trading: Do the sources of information matter?
resolves10.1007/s10108-008-9049-3
Option-implied preferences adjustments, density forecasts, and the equity risk premium
resolves10.1093/rfs/16.1.0101
Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
resolves10.1162/003355301556400
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
resolves10.1093/rfs/9.1.69
Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutsche Mark Options
resolves10.1111/j.1540-6261.2004.00647.x
Does Net Buying Pressure Affect the Shape of Implied Volatility Functions?
resolves10.1108/s1569-3759(2012)0000094009
The Pricing Kernel Puzzle: Reconciling Index Option Data and Economic Theory
resolves10.2139/ssrn.3400670
An Analyisis of the Heston Stochastic Volatility Model: Implementation and Calibration Using Matlab
resolves10.1080/00207160.2017.1322691
Speed and biases of Fourier-based pricing choices: a numerical analysis
resolves10.1002/for.2521
Financial density forecasts: A comprehensive comparison of risk‐neutral and historical schemes
resolves10.1016/s0927-0507(05)80057-x
Chapter 13 Financial decision-making in markets and firms: A behavioral perspective
resolves10.2139/ssrn.2093397
Estimating Probability Distributions of Future Asset Prices: Empirical Transformations from Option-Implied Risk-Neutral to Real-World Density Functions
resolves10.1017/s0022109013000616
Improving Portfolio Selection Using Option-Implied Volatility and Skewness
resolves10.2307/1243146
Calibration of Option‐Based Probability Assessments in Agricultural Commodity Markets
resolves10.3905/jpm.2005.500363
Relationships Between Implied Volatility Indexes and Stock Index Returns
resolves10.1175/1520-0434(2000)015<0559:dotcrp>2.0.co;2
Decomposition of the Continuous Ranked Probability Score for Ensemble Prediction Systems
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1002/fut.20487
Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models
resolves10.1016/j.finmar.2005.12.004
Option-implied risk preferences: An extension to wider classes of utility functions
resolves10.2139/ssrn.1288103
Market Timing with Option-Implied Distributions: A Forward-Looking Approach
resolves10.1016/j.jbankfin.2018.02.014
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
resolves10.1016/j.jbankfin.2006.09.005
Closed-form transformations from risk-neutral to real-world distributions
resolves10.2139/ssrn.2720180
The Impact of Misalignment of Beliefs on the Estimation of the Pricing Kernel
resolves10.1016/j.jbankfin.2010.05.006
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
resolves10.1080/00036846.2016.1259754
The importance of fear: investor sentiment and stock market returns
resolves10.1016/j.jeconom.2005.06.031
Nonparametric state price density estimation using constrained least squares and the bootstrap
The 9 references without a DOI — listed, not checked
no DOI — not checkedS&P 500 Index, an option-implied risk analysis. Swiss Finance Institute
no DOI — not checkedEstimating sentiment, risk aversion, and time preference from behavioral pricing kernel theory": Online Appendix
no DOI — not checkedBehavioral finance: Quo vadis?
no DOI — not checkedref29
no DOI — not checkedA modified Berkwitz back-test
no DOI — not checkedref55
no DOI — not checkedref59
no DOI — not checkedref65
no DOI — not checkedref78
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.
checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
Embed this badge
Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.
<a href="https://citestamp.com/citestamped/10.2139/ssrn.3774083"><img src="https://citestamp.com/citestamped/10.2139/ssrn.3774083/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.3774083)