{"id":"W2049949146","doi":"10.1016/j.jmva.2006.10.007","title":"Dependence structure of conditional Archimedean copulas","year":2007,"lang":"en","type":"article","venue":"Journal of Multivariate Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":false,"ca_institutions":"Université du Québec à Trois-Rivières","funders":"","keywords":"Mathematics; Copula (linguistics); Conditional expectation; Tail dependence; Statistics; Pure mathematics; Econometrics; Multivariate statistics","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":[0.005095782,0.001068425,0.00155212,0.002727945,0.0008685159,0.002369512,0.002111379,0.001535773,0.003515547],"category_scores_gemma":[0.02578061,0.001488223,0.001432567,0.001719171,0.002281131,0.004033503,0.001427113,0.002767546,0.0005471869],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001437515,"about_ca_system_score_gemma":0.001460468,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003476251,"about_ca_topic_score_gemma":0.002439358,"domain_scores_codex":[0.9985812,0.0006076371,0.00006688777,0.0002376956,0.0003185145,0.00018807],"domain_scores_gemma":[0.9811374,0.01244151,0.001883469,0.001459746,0.002189944,0.0008880098],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009018928,0.0001163925,0.004164883,0.00008202873,0.0001241175,0.0003119355,0.0002637896,0.132269,0.002910126,0.8483513,0.002228888,0.009087255],"study_design_scores_gemma":[0.00001257238,0.00002309854,0.002517064,0.00002143202,0.00003089809,0.0001150248,0.00002890563,0.740064,0.0003688073,0.256283,0.0004912567,0.00004406611],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3308962,0.001675047,0.6548579,0.001189902,0.00008796759,0.00007875955,0.0005014898,0.0003478914,0.01036478],"genre_scores_gemma":[0.9741966,0.001182539,0.01751283,0.0001386983,0.0001726799,0.00009273498,0.0006226879,0.0001750367,0.005906214],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005095782,"threshold_uncertainty_score":0.02694941,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02630089847719348,"score_gpt":0.2706541823533412,"score_spread":0.2443532838761477,"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."}}