{"id":"W1983738269","doi":"10.3390/jrfm7020080","title":"Asymmetric Realized Volatility Risk","year":2014,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Forward volatility; Econometrics; Kurtosis; Realized variance; Stochastic volatility; Economics; Skewness; Volatility swap; Quadratic variation; Volatility smile; Implied volatility; Volatility risk premium; Ex-ante; Volatility risk; Variance swap; Stock (firearms); Financial economics; Statistics; Mathematics; Engineering","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":[0.003298097,0.0001922522,0.0006466941,0.0005818781,0.0002472943,0.00007270662,0.0002418494,0.00011961,0.00002624748],"category_scores_gemma":[0.001304431,0.0001924205,0.0002373076,0.0004848974,0.00005894629,0.0002590974,0.0001018641,0.0004115691,0.0000318655],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006552874,"about_ca_system_score_gemma":0.00001328219,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003755409,"about_ca_topic_score_gemma":0.00004021805,"domain_scores_codex":[0.998017,0.00007321468,0.001192409,0.0003136908,0.0001064579,0.0002971917],"domain_scores_gemma":[0.9980837,0.0001351151,0.001263852,0.0002922122,0.00009019378,0.0001349965],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0001986254,0.0001472042,0.3309931,0.00006204558,0.0000373876,0.000007863229,0.0004315963,0.0001523442,4.526167e-7,0.1469382,0.00104584,0.5199853],"study_design_scores_gemma":[0.001375707,0.0002068786,0.4944941,0.00003137976,0.00005830563,0.000003769776,0.00003239826,0.01015779,0.000003742229,0.2255084,0.2679123,0.0002152615],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4595271,0.004061575,0.5282381,0.00006021915,0.000740226,0.0001576253,0.00006083792,0.00001670519,0.007137547],"genre_scores_gemma":[0.9794696,0.01104251,0.008920967,0.00008284799,0.0003501302,0.000003302029,0.000001762956,0.00001673142,0.0001121598],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5199425,"threshold_uncertainty_score":0.7846679,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01308578643543822,"score_gpt":0.2055429108702011,"score_spread":0.1924571244347629,"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."}}