The DOI matches its Crossref record; 20 of the 20 references it cites were found in a registry or an index.
Volatilities of different time resolutions — Analyzing the dynamics of market components
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Engle, R. F. (1982) · Econometrica · doi:10.2307/1912773 · Cited by 20,795
Breitung, J., & Hamilton, J. D. (1995) · Contemporary Sociology · doi:10.2307/2076916 · Cited by 10,966
Markov Chains and Stochastic Stability
Meyn, S. P., & Tweedie, R. L. (1993) · Springer eBooks · doi:10.1007/978-1-4471-3267-7 · Cited by 5,041
A long memory property of stock market returns and a new model
Ding, Z., Granger, C. W. J., & Engle, R. F. (1993) · Journal of Empirical Finance · doi:10.1016/0927-5398(93)90006-d · Cited by 3,250
Booth, D. E. (1997) · Technometrics · doi:10.1080/00401706.1997.10485448 · Cited by 3,201
A Theory of Intraday Patterns: Volume and Price Variability
Admati, A. R., & Pfleiderer, P. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.1.3 · Cited by 3,119
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
Bollerslev, T. (1987) · The Review of Economics and Statistics · doi:10.2307/1925546 · Cited by 2,565
Estimation and Inference in Nonlinear Structural ModelsPreprint
Berndt, E. R., Hall, B. H., Hall, R. E., & Hausman, J. A. (1974) · RePEc: Research Papers in Economics · Cited by 2,094
Long memory processes and fractional integration in econometrics
Baillie, R. T. (1996) · Journal of Econometrics · doi:10.1016/0304-4076(95)01732-1 · Cited by 1,877
Cited by
Andersen, T. G., Bollerslev, T., & Diebold, F. X. (2007) · Review of Economics and Statistics · doi:10.1162/rest.89.4.701 · Cited by 1,445
Intraday periodicity and volatility persistence in financial markets
Andersen, T. G., & Bollerslev, T. (1997) · Journal of Empirical Finance · doi:10.1016/s0927-5398(97)00004-2 · Cited by 1,299
Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility
Patton, A. J., & Sheppard, K. (2015) · Review of Economics and Statistics · doi:10.1162/rest_a_00503 · Cited by 769
Guillaume, D. M., Dacorogna, M. M., Davé, R. R., Müller, U. A., Olsen, R. B., & Pictet, O. V. (1997) · Finance and Stochastics · doi:10.1007/s007800050018 · Cited by 522
Self-citationMcAleer, M., & Medeiros, M. C. (2008) · Econometric Reviews · doi:10.1080/07474930701853509 · Cited by 516
Metadata
- Authors
- Müller, U. A., Dacorogna, M. M., Davé, R. D., Olsen, R. B., Pictet, O. V., & von Weizsäcker, J. E.
- Venue
- Journal of Empirical Finance
- Publisher
- Elsevier BV
- Published
- 1997-06
- Volume
- 4
- Issue
- 2-3
- Pages
- 213-239
- ISSN
- 0927-5398 (ISSN-L)
- OpenAlex
- W2032484498
- Cited by
- 744
- References
- 20
- FWCI
- 24.22
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Volatilities of different time resolutions — Analyzing the dynamics of market components. https://app.cochat.ai/papers/10.1016/s0927-5398(97)00007-8
- The paper
- Müller, U. A., Dacorogna, M. M., Davé, R. D., Olsen, R. B., Pictet, O. V., & von Weizsäcker, J. E. (1997). Volatilities of different time resolutions — Analyzing the dynamics of market components. Journal of Empirical Finance. https://doi.org/10.1016/s0927-5398(97)00007-8
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
