Reference health
Measuring and Testing the Impact of News on Volatility
29/29 checkable references clean · checked 2026-10-13
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 29 checked references that resolve
resolves10.1002/jae.3950030404
Volatility persistence and stock valuations: Some empirical evidence using garch
resolves10.1016/0304-405X(82)90018-6
The stochastic behavior of common stock variances Value, leverage and interest rate effects
resolves10.1016/0304-4076(92)90073-Z
Stock market volatility and the information content of stock index options
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/S1573-4412(84)02005-5
Chapter 13 Wald, likelihood ratio, and Lagrange multiplier tests in econometrics
resolves10.1093/rfs/3.2.281
Correlations in Price Changes and Volatility across International Stock Markets
resolves10.1016/0304-405X(92)90011-L
Market volatility prediction and the efficiency of the S & P 100 index option market
resolves10.1111/j.1540-6261.1987.tb02568.x
The Pricing of Options on Assets with Stochastic Volatilities
resolves10.1111/j.1540-6261.1989.tb02401.x
Information and Volatility: The No‐Arbitrage Martingale Approach to Timing and Resolution Irrelevancy
resolves10.1016/0304-405X(87)90009-2
Option values under stochastic volatility: Theory and empirical estimates
The 10 references without a DOI — listed, not checked
no DOI — not checkedBlack Fisher 1976 Studies in stock price volatility changes Proceedings of the 1976 Business Meeting of the Business and Economics Statistics Section American Statistical Association pp. 177–181.
no DOI — not checkedEngle R. C.Hong A.Kane andJ.Noh 1992 Arbitrage valuation of variance forecasts with simulated options Discussion paper 92–19 Department of Economics University of California San Diego.
no DOI — not checkedApplied Time Series Analysis of Economic Data
no DOI — not checkedGlosten L. R.Jagannathan andD.Runkle 1989 Relationship between the expected value and the volatility of the nominal excess return on stocks Working paper Department of Finance Columbia University.
no DOI — not checkedLin W. R.Engle andT.Ito 1992 Do bulls and bears move across borders? Discussion paper Department of Economics University of Wisconsin Madison.
no DOI — not checkedMasulis R. W. andV.Ng 1992 Stock return dynamics over intra‐day trading and nontrading periods in the London stock market Mitsui Life Financial Research Center Working paper University of Michigan.
no DOI — not checkedMihoj A. 1987 A multiplicative parameterization of ARCH models Working paper Department of Statistics University of Copenhagen.
no DOI — not checkedModeling the persistence of conditional variances: A comment
no DOI — not checkedSusmel R. andR.Engle 1992 Hourly volatility spillovers between international equity markets Discussion paper 92–08 Department of Economics University of California San Diego.
no DOI — not checkedZakoian J. 1990 Threshold heteroskedasticity model Unpublished manuscript INSEE.
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