Reference health
Trading Rules and Value at Risk: Is There a Linkage?
23/23 checkable references clean · checked 2026-08-06
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.irfa.2009.03.007
Extreme observations and risk assessment in the equity markets of MENA region: Tail measures and Value-at-Risk
resolves10.1016/j.intfin.2010.10.006
Equity prices and macroeconomic fundamentals: International evidence
resolves10.1086/296551
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis"
resolves10.1016/j.irfa.2013.08.005
Drivers of technical trend-following rules' profitability in world stock markets
resolves10.1016/j.intfin.2015.05.019
How exactly do markets adapt? Evidence from the moving average rule in three developed markets
The 14 references without a DOI — listed, not checked
no DOI — not checkedPrice movements in speculative markets: Trends or random walks
no DOI — not checkedPrice movements in speculative markets: Trends or random walks
no DOI — not checkedref5
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedCESR's Guidelines on Risk Measurement and the Calculation of Global Exposure and Counterparty Risk for UCITS
no DOI — not checkedEvaluation of value-at-risk models using historical data
no DOI — not checkedEstimating Value at Risk of Portfolio by Conditional Copula-GARCH Method
no DOI — not checkedref22
no DOI — not checkedref27
no DOI — not checkedIs technical analysis profitable even for an amateur investor? Evidence from the Greek stock market (2002-12)
no DOI — not checkedAccuracy Versus Complexity Trade-Off In VaR Modeling: Could Technical Analysis Be A Solution?
no DOI — not checkedInaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data?
no DOI — not checkedWhat do the value-at-risk measure and the respective legislative framework really offer to financial stability? Critical views and pro-cyclicality
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 2026-08-06 — 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.4128371"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4128371/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[](https://citestamp.com/citestamped/10.2139/ssrn.4128371)