{"id":"W2075730229","doi":"10.7202/039734ar","title":"De la transmission de la volatilité à la contagion entre marchés boursiers : l’éclairage d’un modèle VAR non linéaire avec bris structurels en variance","year":2010,"lang":"fr","type":"article","venue":"L Actualité économique","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Humanities; Physics; Philosophy; Political science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"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":[0.002216485,0.0009393059,0.0009342089,0.0009538297,0.0003726818,0.003194505,0.001760958,0.00160656,0.006062149],"category_scores_gemma":[0.00584106,0.0008825213,0.001938859,0.001420344,0.001004309,0.002322876,0.001119713,0.002624223,0.001092568],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001408416,"about_ca_system_score_gemma":0.001507711,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01869226,"about_ca_topic_score_gemma":0.01015623,"domain_scores_codex":[0.9988619,0.0003311678,0.00005994368,0.0003903112,0.0002340741,0.0001226249],"domain_scores_gemma":[0.9970537,0.001710057,0.0006075817,0.0002736251,0.0002746735,0.00008025805],"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":[0.0002225826,0.0001768107,0.05391178,0.0002772186,0.0007983185,0.0008414179,0.001186575,0.6741819,0.00732133,0.2086174,0.002538541,0.04992606],"study_design_scores_gemma":[0.00004893748,0.0002023799,0.02518067,0.00008400259,0.0002254869,0.0002526232,0.0002132746,0.8985715,0.001376215,0.06316068,0.01057639,0.0001078936],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.330327,0.002227642,0.6462901,0.002383914,0.0003142093,0.0001799982,0.001913722,0.0006158027,0.01574751],"genre_scores_gemma":[0.9342675,0.001534809,0.03577824,0.0002218484,0.0001915844,0.0002096778,0.001164727,0.0001346385,0.02649695],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01869226,"threshold_uncertainty_score":0.03716689,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01088401896514411,"score_gpt":0.2231643623399636,"score_spread":0.2122803433748195,"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."}}