{"id":"W1974731576","doi":"10.1142/s0219024906003950","title":"TESTING FOR NONLINEARITY &amp; MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"ca_institutions":"St. Francis Xavier University; University of Ottawa","funders":"","keywords":"Economics; Capital market; Emerging markets; Econometrics; Volatility (finance); Financial market; Financial economics; Stock (firearms); Empirical research; Stock market; Nonlinear system; Empirical evidence; Heteroscedasticity; Macroeconomics; Finance; Mathematics; Statistics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003950802,0.0004534971,0.0004624041,0.001034821,0.0006274775,0.00140168,0.0007871891,0.0009714447,0.000993262],"category_scores_gemma":[0.01731934,0.000222025,0.0007443613,0.0009369775,0.0009472679,0.001673422,0.001030935,0.000744628,0.00009823308],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001068783,"about_ca_system_score_gemma":0.001009628,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.04638112,"about_ca_topic_score_gemma":0.02200192,"domain_scores_codex":[0.9990348,0.0006194076,0.00003770189,0.0001175396,0.00006201762,0.0001284537],"domain_scores_gemma":[0.9862815,0.01110634,0.001501511,0.0004138728,0.0004531908,0.0002435661],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005071422,0.000193783,0.6142725,0.00009096253,0.0004187626,0.003014944,0.001381427,0.3011134,0.001744132,0.03054298,0.0008049451,0.04591499],"study_design_scores_gemma":[0.00002887239,0.00008475893,0.06947053,0.00002244989,0.00005478119,0.000151806,0.000701258,0.9176942,0.0006845948,0.01067203,0.0004136282,0.00002103612],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9920115,0.0001075092,0.006575753,0.0003587323,0.000002818255,0.000008674515,0.00006134565,0.00001863578,0.0008550139],"genre_scores_gemma":[0.9983305,0.00004505551,0.001401656,0.000009726604,0.000004704241,0.000004897196,0.00003993711,0.000002889387,0.0001605958],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.04638112,"threshold_uncertainty_score":0.09222227,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01893685250091271,"score_gpt":0.2397466802577883,"score_spread":0.2208098277568756,"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."}}