{"id":"W2151726729","doi":"10.2139/ssrn.267792","title":"Modeling and Forecasting Realized Volatility","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":854,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Econometrics; Volatility (finance); Autoregressive model; Stochastic volatility; Realized variance; Forward volatility; Economics; Variance swap; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04650602769825413,"score_gpt":0.2334025757833126,"score_spread":0.1868965480850585,"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."}}