{"id":"W2039604373","doi":"10.1080/17446540801998593","title":"Exchange rates and fractional integration revisited","year":2008,"lang":"en","type":"article","venue":"Applied Financial Economics Letters","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Exchange rate; Economics; Currency; Estimator; Econometrics; Statistic; Long memory; Mathematical economics; Mathematics; Statistics; Monetary economics","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0003282375,0.000218976,0.0004396258,0.0002161205,0.000324707,0.00005136933,0.0001365276,0.0001615292,0.00009816611],"category_scores_gemma":[0.00008766008,0.0002871422,0.00009068811,0.000138777,0.0001279745,0.0003106389,0.0000573156,0.0002544007,0.0002670287],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001260096,"about_ca_system_score_gemma":0.00003000919,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001521363,"about_ca_topic_score_gemma":0.00002503884,"domain_scores_codex":[0.9984686,0.000006781644,0.0006389779,0.0005551232,0.00002302118,0.0003074963],"domain_scores_gemma":[0.9992946,0.00006264756,0.0003012883,0.000239838,0.00001872319,0.00008284655],"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":[0.0001359721,0.00008585234,0.03081804,0.00003731899,0.00003039158,0.000006328371,0.001323797,0.0003965672,0.0006023208,0.9494116,0.006001619,0.01115022],"study_design_scores_gemma":[0.004339272,0.0001662144,0.4044886,0.00006373393,0.00003183851,0.00007428585,0.0001066429,0.0618639,0.001528234,0.1883022,0.3361937,0.002841371],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9521086,0.0006921944,0.03927204,0.001272648,0.0003613852,0.0002772088,0.000102675,0.00005627564,0.005857017],"genre_scores_gemma":[0.9922341,0.001500639,0.002418463,0.003231676,0.0003789418,0.00005514331,0.00007058239,0.00003084656,0.00007968088],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7611094,"threshold_uncertainty_score":0.9999581,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03034300161622725,"score_gpt":0.2060201496847686,"score_spread":0.1756771480685414,"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."}}