{"id":"W1973809332","doi":"10.1016/j.aml.2008.02.015","title":"RCA models with GARCH innovations","year":2008,"lang":"en","type":"article","venue":"Applied Mathematics Letters","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Manitoba","funders":"","keywords":"Autoregressive model; Kurtosis; Autoregressive conditional heteroskedasticity; Mathematics; Econometrics; Stochastic volatility; Volatility (finance); Series (stratigraphy); Realized variance; Financial econometrics; Applied mathematics; Statistics; Economics; Finance; Financial market","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":[0.0002223896,0.0001505159,0.0003107388,0.0001784854,0.0001982806,0.00002506989,0.0001790791,0.00005843047,0.00004022646],"category_scores_gemma":[0.00001584315,0.0001561562,0.00004433834,0.0003420801,0.0000915805,0.0001350558,0.0000370056,0.0001640906,0.0002489134],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004727382,"about_ca_system_score_gemma":0.0000181258,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003542585,"about_ca_topic_score_gemma":0.0000045032,"domain_scores_codex":[0.9988918,0.000001569263,0.0004918152,0.0002833555,0.0000624544,0.0002690406],"domain_scores_gemma":[0.999317,0.00004718722,0.0001934737,0.0003732268,0.00002591487,0.0000431583],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000007877241,0.00008425453,0.0004311324,0.00003944796,0.00002264849,0.00000342815,0.002274274,0.003527805,0.0003883417,0.9918154,0.001275978,0.0001294387],"study_design_scores_gemma":[0.001616894,0.00006477775,0.001561549,0.00005311333,0.00001883979,0.00004138032,0.0002395903,0.2218686,0.0008128472,0.7661579,0.006437571,0.001126871],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4541096,0.00003800462,0.515909,0.0005482542,0.00002956566,0.000182416,0.000011756,0.00005472628,0.02911677],"genre_scores_gemma":[0.8844311,0.00002638574,0.1143439,0.0009005032,0.00005027396,0.00005947565,0.00001094525,0.00003355731,0.0001438849],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.4303215,"threshold_uncertainty_score":0.6367865,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06578682345673469,"score_gpt":0.203694769555664,"score_spread":0.1379079460989293,"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."}}