Reference health
The EWMA Heston model
33/33 checkable references clean · checked 2026-08-28
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 33 checked references that resolve
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1111/j.1540-6261.1987.tb04569.x
Further Evidence On Investor Overreaction and Stock Market Seasonality
resolves10.1093/rfs/6.2.327
A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
resolves10.1016/S0304-4076(95)01749-6
Fractionally integrated generalized autoregressive conditional heteroskedasticity
resolves10.1080/713665670
Empirical properties of asset returns: stylized facts and statistical issues
resolves10.1088/1469-7688/2/6/303
Probability distribution of returns in the Heston model with stochastic volatility*
resolves10.1080/14697680701278291
Optimal approximations of power laws with exponentials: application to volatility models with long memory
resolves10.3150/07-BEJ6189
GARCH modelling in continuous time for irregularly spaced time series data
resolves10.1080/14697680802392496
A comparison of biased simulation schemes for stochastic volatility models
resolves10.1016/j.physa.2014.05.007
The fine-structure of volatility feedback I: Multi-scale self-reflexivity
resolves10.1080/1350486X.2017.1333015
Regime-switching stochastic volatility model: estimation and calibration to VIX options
The 14 references without a DOI — listed, not checked
no DOI — not checkedContinuous Markov processes and stochastic equations
no DOI — not checkedHeavy tails in finance for independent or multifractal price increments
no DOI — not checkedref18
no DOI — not checkedref19
no DOI — not checkedref23
no DOI — not checkedref29
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedref36
no DOI — not checkedref38
no DOI — not checkedref44
no DOI — not checkedref45
no DOI — not checkedref46
no DOI — not checkedref47
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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,
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checked 2026-08-28 — 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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