{"id":"W2118600941","doi":"10.2139/ssrn.588621","title":"Overnight Borrowing, Interest Rates and Extreme Value Theory","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Extreme value theory; Value (mathematics); Interest rate; Economics; Econometrics; Mathematics; Financial economics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002049763,0.000582917,0.0009791431,0.0008469647,0.0005388041,0.002629836,0.001128801,0.001846637,0.003512017],"category_scores_gemma":[0.009188262,0.0003850524,0.0005037157,0.001233102,0.002399601,0.004018258,0.001157759,0.002284661,0.0003945467],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006774931,"about_ca_system_score_gemma":0.0004591724,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00123192,"about_ca_topic_score_gemma":0.0007172805,"domain_scores_codex":[0.9995103,0.0002847589,0.00002620575,0.00006629546,0.00006116879,0.00005134753],"domain_scores_gemma":[0.9964749,0.002271568,0.000574711,0.0002210038,0.0002339273,0.0002239423],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001013779,0.00008722113,0.003684579,0.0001024344,0.00007244781,0.0002628418,0.0002051252,0.1083211,0.0006651936,0.8682139,0.003226671,0.01505706],"study_design_scores_gemma":[0.00001739984,0.00002169939,0.001789893,0.00001630368,0.00001057855,0.00007991807,0.00005145495,0.1200124,0.00006425279,0.8769695,0.000947781,0.00001874548],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4903601,0.02399838,0.4213162,0.009645904,0.0008800949,0.0000362914,0.0003247345,0.0002658768,0.05317229],"genre_scores_gemma":[0.9798642,0.003911159,0.005480049,0.0001613495,0.0008114187,0.00002364041,0.0001312897,0.00003951841,0.009577285],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003512017,"threshold_uncertainty_score":0.01174891,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03885574876506835,"score_gpt":0.2358587037420929,"score_spread":0.1970029549770245,"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."}}