{"id":"W2109712722","doi":"10.2139/ssrn.275276","title":"Nonlinear Features of Realized FX Volatility","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto; McMaster University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Volatility (finance); Nonlinear system; Econometrics; Financial economics; Economics; Mathematics; Business; Physics","routes":{"ca_aff":true,"ca_fund":true,"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":[0.0003679093,0.0002573063,0.000264016,0.0004944253,0.0002087573,0.000733826,0.0003190709,0.0004795632,0.003175889],"category_scores_gemma":[0.003852226,0.0002890707,0.0002762064,0.0002945533,0.0004499794,0.001193209,0.0004413215,0.0007439184,0.0003098956],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003228105,"about_ca_system_score_gemma":0.0001685235,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001057033,"about_ca_topic_score_gemma":0.001042184,"domain_scores_codex":[0.9999346,0.00001270783,0.000003418528,0.00001558322,0.00001860002,0.00001512743],"domain_scores_gemma":[0.9988777,0.0006111902,0.0002360813,0.0001004853,0.0000809232,0.00009350783],"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":[0.0008388601,0.0002218916,0.1124932,0.0002322339,0.000195741,0.003636358,0.000977087,0.4900727,0.088319,0.2451214,0.004779141,0.05311235],"study_design_scores_gemma":[0.00001153761,0.00003139491,0.05352121,0.000007035077,0.00001202794,0.0004523107,0.00005784157,0.9154953,0.001346803,0.02872388,0.0003114045,0.00002922885],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9555681,0.0001545006,0.038214,0.000372745,0.00002764678,0.00001184323,0.0002930551,0.0001315088,0.005226581],"genre_scores_gemma":[0.9984842,0.00004595986,0.0004752311,0.000006419063,0.0000177773,0.000002639193,0.00006173366,0.0000133063,0.0008928324],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003175889,"threshold_uncertainty_score":0.01062441,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01986897619759839,"score_gpt":0.2393377775766543,"score_spread":0.2194688013790559,"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."}}