{"id":"W2024404156","doi":"10.1080/09603100600735310","title":"Fractional integration in the equity markets of MENA region","year":2007,"lang":"en","type":"article","venue":"Applied Financial Economics","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 Windsor","funders":"","keywords":"Economics; Volatility (finance); Statistic; Equity (law); Emerging markets; Rescaled range; Stock market; Spurious relationship; Financial economics; Long memory; Econometrics; Stock (firearms); Mathematics; Statistics; Geography; Macroeconomics; Political science","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":[0.001588942,0.0001227728,0.000370367,0.0002227682,0.00008062288,0.0000340933,0.0002631489,0.0001159005,0.0001254755],"category_scores_gemma":[0.0000613404,0.000123869,0.0001261612,0.0002747793,0.00005570926,0.0001283594,0.00006090355,0.0001593009,0.00007084954],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001459067,"about_ca_system_score_gemma":0.00002717371,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005214743,"about_ca_topic_score_gemma":0.001160972,"domain_scores_codex":[0.998558,0.000007880856,0.0009026547,0.0002750776,0.00002731909,0.0002290507],"domain_scores_gemma":[0.9989927,0.0001205331,0.0005363144,0.0003021854,0.00001910408,0.00002919749],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00007836963,0.00005803674,0.003343101,0.000008102842,0.00001137508,0.00000107249,0.000319152,0.0001045493,0.00001140245,0.9809481,0.0004187796,0.01469799],"study_design_scores_gemma":[0.001033663,0.00006886856,0.4367068,0.00001835326,0.00001391207,0.00001075125,0.0008039693,0.002897825,0.0002019399,0.40348,0.1543042,0.0004597247],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6538585,0.000261714,0.04299625,0.0004763918,0.0004222781,0.0003925256,0.00004891826,0.00001536586,0.3015281],"genre_scores_gemma":[0.9990003,0.00008397437,0.0003113477,0.0002384446,0.000184448,0.00001911201,0.00002232932,0.00001071986,0.0001293768],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5774681,"threshold_uncertainty_score":0.505123,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03452168238601909,"score_gpt":0.2310174276542695,"score_spread":0.1964957452682504,"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."}}