{"id":"W2162711486","doi":"10.1111/1467-842x.00234","title":"Theory & Methods: Estimation of the Stochastic Volatility Model by the Empirical Characteristic Function Method","year":2002,"lang":"en","type":"article","venue":"Australian & New Zealand Journal of Statistics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":46,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Stochastic volatility; Mathematics; Econometrics; Volatility (finance); Likelihood function; Maximum likelihood; Characteristic function (probability theory); Function (biology); Estimation; Statistics; Probability density function; 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":[0.004784259,0.0008595224,0.00127096,0.002693552,0.0005658708,0.001724155,0.001913393,0.001514532,0.004828312],"category_scores_gemma":[0.02563251,0.0007154281,0.001099169,0.002127377,0.001662003,0.002622816,0.002380844,0.002369519,0.002333931],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001029712,"about_ca_system_score_gemma":0.002252811,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002577837,"about_ca_topic_score_gemma":0.001244694,"domain_scores_codex":[0.9965751,0.002072649,0.0001185932,0.0002975172,0.0008139926,0.0001221966],"domain_scores_gemma":[0.9890122,0.008299452,0.0007205389,0.0009552638,0.0008917949,0.0001207079],"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":[0.00005862238,0.00008473798,0.002523279,0.0004313116,0.0001830958,0.0001471334,0.0001633384,0.268444,0.001507654,0.4586613,0.008008609,0.259787],"study_design_scores_gemma":[0.00001448787,0.0000171275,0.0004494312,0.0000626496,0.00001790489,0.0001021143,0.00001951909,0.8069341,0.0006448343,0.18427,0.007443614,0.00002418381],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.0004982688,0.0002632695,0.9982975,0.0000913878,0.00001881309,0.00001470827,0.00002934756,0.0001115895,0.0006751292],"genre_scores_gemma":[0.1247038,0.002580041,0.8645325,0.0002478331,0.0003450118,0.0005819895,0.0004330534,0.0004515037,0.006124305],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004828312,"threshold_uncertainty_score":0.02530187,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1510903386413465,"score_gpt":0.3417280590078037,"score_spread":0.1906377203664572,"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."}}