{"id":"W2309173399","doi":"","title":"Multifractality in Asset Returns: Theory and Evidence","year":2001,"lang":"en","type":"preprint","venue":"","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Multifractal system; Econometrics; Stochastic volatility; Volatility (finance); Monte Carlo method; Economics; Scaling; Mathematics; Statistical physics; Statistics; Physics","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":[0.003657102,0.0005643417,0.0007784594,0.00339083,0.0007780964,0.003533706,0.00146604,0.002753436,0.003670709],"category_scores_gemma":[0.02396312,0.0005985191,0.0003869632,0.003269344,0.004518675,0.005973251,0.001343581,0.002519091,0.0007536027],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001066917,"about_ca_system_score_gemma":0.0005606554,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002302082,"about_ca_topic_score_gemma":0.0008153943,"domain_scores_codex":[0.9991684,0.0002614656,0.00005302399,0.0001918448,0.0002641315,0.0000611239],"domain_scores_gemma":[0.9630771,0.02920939,0.003569252,0.001675071,0.00204603,0.0004231755],"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":[0.0001114427,0.0001811322,0.03842509,0.000731843,0.0001378847,0.0004971054,0.000392,0.02233435,0.0006496022,0.8006977,0.005409308,0.1304325],"study_design_scores_gemma":[0.00004417919,0.00005349895,0.01652819,0.0003286059,0.00004427827,0.0003019517,0.0002283927,0.05529436,0.0004807794,0.9149439,0.01169079,0.00006109364],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4194361,0.2544817,0.2049653,0.05577714,0.000428379,0.00007840193,0.0008600206,0.0003591221,0.06361385],"genre_scores_gemma":[0.9395197,0.04769832,0.00928244,0.0009896695,0.001083037,0.00002438522,0.0002512013,0.00002660119,0.001124645],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003670709,"threshold_uncertainty_score":0.01934081,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08526666879894226,"score_gpt":0.2786837512670485,"score_spread":0.1934170824681062,"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."}}