{"id":"W2185726388","doi":"10.1002/jae.1105","title":"Continuous‐time models, realized volatilities, and testable distributional implications for daily stock returns","year":2009,"lang":"en","type":"preprint","venue":"Journal of Applied Econometrics","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Queen's University","funders":"","keywords":"Econometrics; Jump diffusion; Jump; Leverage (statistics); Volatility (finance); Stock (firearms); Realized variance; Capital asset pricing model; Economics; Parametric statistics; Computer science; Mathematics; Statistics; Engineering","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001678428,0.0004238247,0.002040575,0.001511791,0.0002315371,0.0004192614,0.0005923178,0.0004045959,0.0002590379],"category_scores_gemma":[0.0002255536,0.0004841936,0.0006180747,0.0006626642,0.00008020247,0.0002948343,0.0002728387,0.0005557079,0.00001518844],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005437723,"about_ca_system_score_gemma":0.0001823043,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001338442,"about_ca_topic_score_gemma":0.00001392069,"domain_scores_codex":[0.9960874,0.00001359783,0.002682079,0.0006766473,0.00008095748,0.0004592687],"domain_scores_gemma":[0.9944728,0.0003667677,0.00385245,0.0006422212,0.0003838163,0.0002819617],"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":[0.0003384402,0.0004310266,0.006877535,0.0004437454,0.001625004,0.000002049044,0.0004397612,0.01060147,0.00002158876,0.9424888,0.03078269,0.005947899],"study_design_scores_gemma":[0.001551827,0.000215144,0.009052274,0.0000523629,0.0001890126,0.00002560247,0.0001284754,0.05075117,0.00000392556,0.8469237,0.09041534,0.0006911258],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1537407,0.05643176,0.6084812,0.006689733,0.001753064,0.004982854,0.04698509,0.0001857202,0.1207499],"genre_scores_gemma":[0.9661377,0.002486136,0.02675315,0.0002121372,0.0009145758,0.0001341639,0.001067889,0.0001001714,0.002194096],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8123969,"threshold_uncertainty_score":0.999761,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06086726843020502,"score_gpt":0.2308471384506721,"score_spread":0.1699798700204671,"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."}}