{"id":"W1968156340","doi":"10.3390/jrfm6010031","title":"Testing for a Single-Factor Stochastic Volatility in Bivariate Series","year":2013,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Japan Society for the Promotion of Science; Hokkaido University","keywords":"Bivariate analysis; Stochastic volatility; Econometrics; Mathematics; Volatility (finance); Statistic; Statistics; Score test; Test statistic; SABR volatility model; Null hypothesis; Statistical hypothesis testing","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006945808,0.0001496425,0.0004557968,0.0003300183,0.0001166132,0.00008795303,0.0001355928,0.00007855977,0.00001921574],"category_scores_gemma":[0.0009725851,0.0001538323,0.0001029931,0.0002574771,0.00003792666,0.0004884591,0.00006177002,0.000190695,0.00000827127],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007898616,"about_ca_system_score_gemma":0.00001684258,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003310142,"about_ca_topic_score_gemma":0.00004972294,"domain_scores_codex":[0.9984681,0.00001491255,0.0009641698,0.0002281203,0.00004988012,0.0002748071],"domain_scores_gemma":[0.9989482,0.000132318,0.0006118681,0.0001297496,0.0001070955,0.00007073248],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004426654,0.0005318762,0.5120699,0.0003700819,0.0000497817,0.00001832847,0.002993752,0.001594723,0.0001013861,0.07537895,0.0002188304,0.4062296],"study_design_scores_gemma":[0.001235584,0.0004108493,0.7316222,0.0001061743,0.0000179642,0.000005937411,0.0001220708,0.01496658,0.000006643101,0.2481163,0.003155051,0.0002346251],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7728836,0.001016976,0.224859,0.00007838577,0.0003702826,0.0003874839,0.00004951329,0.000008212907,0.0003465308],"genre_scores_gemma":[0.9840567,0.0001164866,0.01555532,0.00003537095,0.000159913,0.00002070485,9.030669e-7,0.00001359623,0.00004101052],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.405995,"threshold_uncertainty_score":0.6273098,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03582942664089228,"score_gpt":0.214872044003875,"score_spread":0.1790426173629827,"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."}}