{"id":"W2142050586","doi":"","title":"A simple estimation method and finite-sample inference for a stochastic volatility model","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université de Montréal","funders":"","keywords":"Monte Carlo method; Estimator; Mathematics; Null distribution; Stochastic volatility; Nuisance parameter; Applied mathematics; Statistical hypothesis testing; Null hypothesis; Asymptotic distribution; Volatility (finance); Indirect Inference; Statistics; Econometrics; Test statistic","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":[0.007265649,0.0007017988,0.001355506,0.001716434,0.0003657138,0.001379879,0.001896205,0.001690285,0.0038404],"category_scores_gemma":[0.04652834,0.0005798811,0.0009598269,0.001648828,0.001613653,0.002490865,0.00166416,0.001906254,0.0006965983],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007824368,"about_ca_system_score_gemma":0.001397292,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009526559,"about_ca_topic_score_gemma":0.001006407,"domain_scores_codex":[0.9955721,0.003077426,0.0001535525,0.0003877915,0.0007140955,0.00009501046],"domain_scores_gemma":[0.9855355,0.01194472,0.0006710024,0.001075332,0.0006277083,0.0001458172],"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":[0.00008081929,0.0001044046,0.002383893,0.0002540005,0.0001941544,0.0002827405,0.0001392081,0.134961,0.002498782,0.6858274,0.002134342,0.1711392],"study_design_scores_gemma":[0.00004513906,0.00006650705,0.0008990268,0.00005610184,0.00004641935,0.0002248695,0.0000190646,0.5811802,0.001043419,0.4123567,0.004012663,0.00004988897],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.00138582,0.0001132252,0.9979226,0.0001141546,0.00001969874,0.000017182,0.00001956473,0.0000629359,0.000344904],"genre_scores_gemma":[0.1550934,0.0005848683,0.8416962,0.0002143925,0.0001959721,0.0003563121,0.0001684009,0.00007170834,0.001618787],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.007265649,"threshold_uncertainty_score":0.03842485,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1002040253868907,"score_gpt":0.3674305579923968,"score_spread":0.2672265326055062,"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."}}