{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002804296,0.0004318855,0.000504574,0.0009946404,0.0001783721,0.001453043,0.0007023357,0.0007204761,0.002706797],"category_scores_gemma":[0.009126076,0.0002318464,0.0005392369,0.001115747,0.0004046948,0.001477892,0.000625016,0.001099845,0.0002347268],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003582013,"about_ca_system_score_gemma":0.0003586734,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007706797,"about_ca_topic_score_gemma":0.003218124,"domain_scores_codex":[0.9996653,0.0001658772,0.00001256857,0.0000547882,0.00004041188,0.00006116666],"domain_scores_gemma":[0.9963118,0.002689457,0.0004608245,0.0002379731,0.0002083691,0.00009157932],"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":[0.0001698171,0.0001437488,0.1798629,0.0001415932,0.0003060773,0.0005202916,0.0006132569,0.6028834,0.003731849,0.1252973,0.002107698,0.084222],"study_design_scores_gemma":[0.000006819098,0.00003746428,0.06258912,0.00004757718,0.00006322433,0.00005551477,0.0001744849,0.882944,0.0005648728,0.05251843,0.0009646184,0.00003391046],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7917609,0.004256558,0.1936147,0.002971043,0.00008801634,0.00005063578,0.0008076368,0.0002111386,0.006239371],"genre_scores_gemma":[0.9928213,0.001047192,0.005019391,0.00004076582,0.00007298366,0.00001179834,0.0002410029,0.00002016369,0.0007254282],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007706797,"threshold_uncertainty_score":0.01532388,"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."}}