{"id":"W2468339786","doi":"10.3390/jrfm9030008","title":"The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective","year":2016,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Volatility (finance); Quantile; Quantile regression; Equity (law); Economics; Covariate; Financial economics; Statistics; Mathematics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001628234,0.0001280837,0.0003645412,0.0001537762,0.0003857935,0.00004053401,0.0001820102,0.00006051449,0.00000280831],"category_scores_gemma":[0.000819832,0.00007314541,0.0001167219,0.0001357634,0.0001241508,0.0002063907,0.0001950948,0.0001427338,0.000001489182],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006028749,"about_ca_system_score_gemma":0.0000180067,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001492239,"about_ca_topic_score_gemma":0.0001130566,"domain_scores_codex":[0.9987534,0.00003142466,0.0007616071,0.000203744,0.00004815088,0.0002017188],"domain_scores_gemma":[0.9980915,0.0002544064,0.001284154,0.00019211,0.0001217665,0.0000560932],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0001244401,0.00003768533,0.2764376,0.0000213369,0.00001507904,0.000001689101,0.0009449216,0.000004193289,0.000006413258,0.07116619,0.00005867929,0.6511818],"study_design_scores_gemma":[0.0008941281,0.000236354,0.5247888,0.0002422143,0.00003290006,0.0000113054,0.0008450979,0.001743819,0.00006297533,0.460296,0.01069168,0.0001546701],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9036655,0.008947133,0.08626768,0.0001613618,0.0002095166,0.0001688126,0.000106554,0.00000440151,0.0004690715],"genre_scores_gemma":[0.96517,0.03371008,0.0009664678,0.00001018058,0.00009422402,0.000005022177,1.213369e-7,0.000008677428,0.00003526815],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6510271,"threshold_uncertainty_score":0.2982783,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04628812455995797,"score_gpt":0.2730402773734953,"score_spread":0.2267521528135373,"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."}}