{"id":"W2138026458","doi":"10.2139/ssrn.1076687","title":"The Exact Distribution of the Hansen-Jagannathan Bound","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Mathematics; Distribution (mathematics); Combinatorics; Applied mathematics; Statistics; Mathematical analysis","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":[0.00762678,0.001101146,0.002544376,0.00303972,0.00127834,0.005146455,0.002924508,0.004003488,0.01736777],"category_scores_gemma":[0.06091459,0.001130673,0.001162442,0.002268678,0.005517249,0.01201943,0.003593406,0.005445629,0.002366368],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001812784,"about_ca_system_score_gemma":0.001895019,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001613203,"about_ca_topic_score_gemma":0.001088284,"domain_scores_codex":[0.9974716,0.0009881995,0.0001038707,0.0005230704,0.0005339477,0.0003793696],"domain_scores_gemma":[0.9667221,0.02664761,0.001534052,0.002238244,0.001850968,0.001006967],"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":[0.0001046305,0.00004471993,0.001123605,0.0002382173,0.00005660234,0.0001814826,0.0002254983,0.03787193,0.0008780184,0.9414919,0.005039461,0.01274406],"study_design_scores_gemma":[0.00003641021,0.00003190862,0.001674233,0.0001711558,0.00003299314,0.0002303091,0.0001071064,0.2255454,0.0009498045,0.7684513,0.002679468,0.00009002089],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.113392,0.00868847,0.7838889,0.01135104,0.0009651384,0.00009212872,0.0008588811,0.0007100431,0.08005346],"genre_scores_gemma":[0.9383118,0.004897486,0.034049,0.00111191,0.001174973,0.0001762776,0.0006472144,0.0004404622,0.01919092],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01736777,"threshold_uncertainty_score":0.058101,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0198905469427271,"score_gpt":0.2076332546127495,"score_spread":0.1877427076700224,"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."}}