{"id":"W2307108697","doi":"10.3386/t0300","title":"Volatility Comovement: A Multifrequency Approach","year":2004,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Volatility (finance); Econometrics; Economics; Computer science","routes":{"ca_aff":true,"ca_fund":true,"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":[0.001171358,0.0004275342,0.0005536062,0.001116191,0.0003594327,0.001191195,0.0008143539,0.001026997,0.002714077],"category_scores_gemma":[0.005431171,0.0002801717,0.0006992968,0.001059652,0.0004515008,0.001666235,0.001188273,0.0008562722,0.0001978119],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005593136,"about_ca_system_score_gemma":0.0004011497,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002463851,"about_ca_topic_score_gemma":0.001676836,"domain_scores_codex":[0.999606,0.0001465594,0.00001934655,0.00008426841,0.00009135655,0.00005254768],"domain_scores_gemma":[0.9989501,0.0004970211,0.0002049622,0.0001896903,0.00009535092,0.00006296958],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001569841,0.0001632775,0.01566113,0.00006790469,0.0001443959,0.0003271603,0.0003808362,0.5320354,0.01142826,0.3298477,0.0009419742,0.108845],"study_design_scores_gemma":[0.00001121261,0.00002775624,0.001965004,0.000007440628,0.00001452603,0.00005175321,0.00002750218,0.9521198,0.0006148587,0.04445824,0.0006850163,0.00001685755],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1816035,0.0002417246,0.8140989,0.0004758372,0.00003854121,0.00002885591,0.0001192513,0.0002417285,0.003151622],"genre_scores_gemma":[0.9139698,0.0001529234,0.08460959,0.00007016501,0.00004350139,0.00002562742,0.00006515658,0.00005424518,0.001008978],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002714077,"threshold_uncertainty_score":0.009079456,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3673275083585673,"score_gpt":0.4516121631305824,"score_spread":0.08428465477201519,"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."}}