spb/wp46_uqo

1# References needed by the model cards but absent from `paper/references.bib`23Only keys present in `paper/references.bib` (205 verified entries) are cited in the cards. The following items would be needed for a complete citation of the implemented definitions and are marked "reference to be added" in the cards. They must go through `scripts/build_references.py` (Crossref/arXiv/OpenAlex verification) before use.45| Needed for | Item | Where it would be cited |6|---|---|---|7| `loghar_rv` | Duan, N. (1983), "Smearing estimate: a nonparametric retransformation method", *JASA* 78(383), 605–610 — the smearing factor used to back-transform log-HAR forecasts (`baselines.HARRV`, `aux["smear"]`). | loghar_rv.md §1, §2 |8| `har_rv`, `loghar_rv` | A reference for direct (vs iterated) multi-step projections, e.g. Marcellino, Stock & Watson (2006), "A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series", *Journal of Econometrics* 135. The code uses one direct OLS regression per horizon. | har_rv.md §1, §6 |9| `hygarch11` | Conrad, C. (2007/2010), positivity constraints for HYGARCH (mentioned as "Conrad 2007 SSRN, not cited" in `docs/literature_matrix.md`). | hygarch11.md §1 |10| `figarch11` | Chung (1999) FIGARCH re-parameterisation — already recorded as **unverified** in `docs/literature_matrix.md` and `results/metrics/references_unverified.json`; not cited. | figarch11.md §1 |11| `avgarch11` | Taylor (1986), *Modelling Financial Time Series*, 1st ed. (Wiley) — no verified record; the cards cite the 2nd edition `taylor2008modelling` as the matrix prescribes. | avgarch11.md §1 |12| `rm2006` | Zumbach (2007), *The RiskMetrics 2006 Methodology*, RiskMetrics Group technical document — the registry key `zumbach2007riskmetrics` does not exist; the verified SSRN posting is `zumbach2009riskmetrics` (used in the card). Either add the 2007 technical document or change the registry key. | rm2006.md §1 |13| `stgarch` | Registry key `gonzalez1998smooth` does not exist; the verified key is `gonzalezrivera1998smooth` (used). Registry key to be corrected rather than a reference to be added. | stgarch.md §1 |14| `realegarch11` | Registry key `hansen2016realized` does not exist; the verified key is `hansen2016exponential` (used). Registry key to be corrected. | realegarch11.md §1 |15| `msgarch2` | No additional reference needed, but the exactness of the multi-step recursion should be checked against the forecasting section of `haas2004new` (see `_discrepancies.md`, item 6). | msgarch2.md §6 |16