{"id":"W2018649896","doi":"10.1080/09599916.2011.577903","title":"Long memory in REIT volatility revisited: genuine or spurious, and self-similar?","year":2011,"lang":"en","type":"article","venue":"Journal of Property Research","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Spurious relationship; Volatility (finance); Real estate investment trust; Long memory; Emerging markets; Econometrics; Real estate; Economics; Financial economics; Computer science; Finance","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":[0.006281232,0.000327357,0.001022382,0.001645369,0.000636874,0.003300453,0.001659835,0.001360087,0.003558595],"category_scores_gemma":[0.07685055,0.0003081224,0.0007285796,0.00183335,0.002244421,0.0059433,0.001967876,0.002183691,0.000400764],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006563241,"about_ca_system_score_gemma":0.0003343519,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001497443,"about_ca_topic_score_gemma":0.001631938,"domain_scores_codex":[0.9979244,0.0006423303,0.000281271,0.0005477201,0.0004058015,0.0001984256],"domain_scores_gemma":[0.9379204,0.04039709,0.01229668,0.006544336,0.00201885,0.000822765],"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":[0.0008466299,0.0002857176,0.6278521,0.0006655137,0.001054043,0.00255079,0.00645138,0.01566386,0.002199122,0.1708107,0.004322827,0.1672973],"study_design_scores_gemma":[0.0001119111,0.0005364263,0.4587784,0.0005290539,0.0005837559,0.00259592,0.00377404,0.1348673,0.00332699,0.3860269,0.008636086,0.000233267],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9344344,0.00350597,0.0502112,0.003059333,0.0002143049,0.00003873848,0.0002707271,0.0001134186,0.008151901],"genre_scores_gemma":[0.9977726,0.0003258862,0.0009215086,0.0001696271,0.0001482025,0.0000113485,0.0001188549,0.00002090491,0.0005109896],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006281232,"threshold_uncertainty_score":0.03321868,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2074448880696583,"score_gpt":0.3099808295725632,"score_spread":0.1025359415029048,"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."}}