{"id":"W1584430785","doi":"","title":"Intra-Day Features of Realized Volatility: Evidence from an Emerging Market","year":2002,"lang":"en","type":"article","venue":"International journal of business and economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Volatility (finance); Econometrics; Benchmark (surveying); Economics; Realized variance; Stock (firearms); Financial economics; Stock exchange; Finance; Engineering; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007281097,0.0001215173,0.0004322508,0.0002455641,0.00004280978,0.0001002088,0.0003434808,0.00008237403,0.0005156617],"category_scores_gemma":[0.0004244786,0.0001325006,0.00009813709,0.00007718634,0.00005689391,0.001039281,0.00005978664,0.000141183,0.000003887506],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006992206,"about_ca_system_score_gemma":0.00002079072,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001008684,"about_ca_topic_score_gemma":0.0001307965,"domain_scores_codex":[0.9986018,0.00001874031,0.000998901,0.0002085095,0.00004962512,0.0001224155],"domain_scores_gemma":[0.9984232,0.0001354697,0.0009257465,0.000157907,0.0002871653,0.00007055503],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001161492,0.0005970194,0.6833217,0.00009509662,0.0007924599,0.000037944,0.007430724,0.006360047,0.000339593,0.02946714,0.003019577,0.2673773],"study_design_scores_gemma":[0.001259523,0.00008700647,0.6359715,0.0002781197,0.00002769048,0.00003360953,0.000161394,0.2941047,0.0001335678,0.05862147,0.008989067,0.00033229],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9822304,0.004812778,0.009056964,0.001607167,0.001153477,0.000045619,0.0001379087,0.000005064417,0.0009505927],"genre_scores_gemma":[0.987645,0.009805063,0.001926809,0.0001111323,0.000413724,9.393357e-7,0.000005500707,0.00001295921,0.00007890058],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2877447,"threshold_uncertainty_score":0.5646133,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05420377758238152,"score_gpt":0.2608825095337979,"score_spread":0.2066787319514164,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}