{"id":"W2049786818","doi":"10.1007/s00181-012-0588-y","title":"Robust estimation of the simplified multivariate GARCH model","year":2012,"lang":"en","type":"article","venue":"Empirical Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Environment and Climate Change Canada","keywords":"Estimator; Autoregressive conditional heteroskedasticity; Univariate; Multivariate statistics; Econometrics; Monte Carlo method; Statistics; Estimation; Mathematics; Computer science; Economics; Volatility (finance)","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002587356,0.0005497062,0.001513683,0.0008136922,0.0002386645,0.001211227,0.001415736,0.000866551,0.001991654],"category_scores_gemma":[0.0137608,0.0007220295,0.0009051654,0.0007660091,0.0004524888,0.001302415,0.001069015,0.001176782,0.0004851389],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005468294,"about_ca_system_score_gemma":0.001324309,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005071926,"about_ca_topic_score_gemma":0.00394816,"domain_scores_codex":[0.9991006,0.0004561201,0.00004496466,0.0001303309,0.0001970721,0.0000709134],"domain_scores_gemma":[0.9965807,0.001990293,0.0004045353,0.0006068953,0.0003423755,0.000075301],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001259526,0.00003092848,0.001213157,0.00007759115,0.0001827754,0.00006414289,0.00002260839,0.9224263,0.00256247,0.03686539,0.001238827,0.03518987],"study_design_scores_gemma":[0.000006642074,0.000005282309,0.0003913284,0.000002466532,0.00001070739,0.000008966172,0.000001210242,0.9920312,0.0002036393,0.007130577,0.0002011206,0.00000675365],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04379623,0.0004224033,0.9535301,0.0003352289,0.00006039517,0.00001666153,0.0002248932,0.0005708302,0.001043228],"genre_scores_gemma":[0.7975739,0.0007802307,0.1955143,0.0001755554,0.0002579018,0.00007576792,0.001206249,0.0002606106,0.004155403],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005071926,"threshold_uncertainty_score":0.01368344,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1765927398752558,"score_gpt":0.294702526913917,"score_spread":0.1181097870386612,"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."}}