Reference health
Bayesian Analysis of Stochastic Volatility Models
22/22 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.
17 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 22 checked references that resolve
resolves10.2307/2938229
Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
resolves10.1080/01621459.1992.10475231
A Monte Carlo Approach to Nonnormal and Nonlinear State-Space Modeling
resolves10.2307/1913889
A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
resolves10.1109/TPAMI.1984.4767596
Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
resolves10.1093/oso/9780198522669.003.0010
Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments
resolves10.1111/j.1540-6261.1991.tb04646.x
Chaos and Nonlinear Dynamics: Application to Financial Markets
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1080/01621459.1993.10476364
Bayesian Inference and Prediction for Mean and Variance Shifts in Autoregressive Time Series
resolves10.1016/0304-4076(93)01569-8
Quasi-maximum likelihood estimation of stochastic volatility models
resolves10.1002/jae.3950080509
Fitting nonlinear time-series models with applications to stochastic variance models
resolves10.1080/01621459.1987.10478458
The Calculation of Posterior Distributions by Data Augmentation
resolves10.1016/0304-405X(87)90009-2
Option values under stochastic volatility: Theory and empirical estimates
The 17 references without a DOI — listed, not checked
no DOI — not checked“GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study,”
no DOI — not checkedOptimal Filtering
no DOI — not checked“Random Polynomial Time Algorithms for Sampling From Joint Distributions,”
no DOI — not checkedCIT0009
no DOI — not checked“Quadratic Acceleration for Monte Carlo Likelihood Evaluation,”
no DOI — not checked“Asymptotic Filtering Theory for Univariate ARCH Models,”
no DOI — not checkedNonparametric and Semiparametric Methods in Econometrics and Statistics, Proceedings of the Fifth International Symposium in Economic Theory and Econometrics
no DOI — not checked“Which Moments to Match,”
no DOI — not checkedTime Series Models
no DOI — not checked“Priors and Models for Multivariate Stochastic Volatility”
no DOI — not checkedCIT0024
no DOI — not checked“A Dynamic Vector ARCH Model for Exchange Rate Data,”
no DOI — not checked“Time Series Behavior of Stock Market Volatility and Returns,”
no DOI — not checkedModelling Financial Time Series
no DOI — not checked“Markov Chains for Exploring Posterior Distributions,”
no DOI — not checked“Stochastic Short Rate Volatility and the Pricing of Bonds and Bond Options,”
no DOI — not checked“BVARTEC—Bayesian Vector Autoregressions With Time Varying Error Covariances”
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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,
or importance of the work itself, and nothing about references deposited without a DOI.
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