{"id":"W2755419308","doi":"10.5539/ijef.v9n10p155","title":"A Comparison Study of Copula Models for European Financial Index Returns","year":2017,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Conselho Nacional de Desenvolvimento Científico e Tecnológico","keywords":"Copula (linguistics); Quantile; Econometrics; Tail dependence; Economics; Financial crisis; Index (typography); Computer science; Mathematics; Statistics; Multivariate statistics","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":[0.0008713338,0.0001254175,0.0005382735,0.0001691957,0.0001552692,0.000141473,0.0006898313,0.00006034581,0.000003581198],"category_scores_gemma":[0.0002525606,0.0001442239,0.0001442964,0.00001739414,0.00006860791,0.0005475835,0.0001262496,0.000155567,0.000001954282],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000520546,"about_ca_system_score_gemma":0.00004235224,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002112202,"about_ca_topic_score_gemma":0.0001956679,"domain_scores_codex":[0.998363,0.00001014553,0.00122835,0.00022467,0.00003486864,0.0001389863],"domain_scores_gemma":[0.9970623,0.00003801787,0.002375528,0.0002568929,0.0002311223,0.00003613678],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001016784,0.00112452,0.2618394,0.000028682,0.0002540474,0.0000161702,0.004227265,0.08253153,0.000006652994,0.6224778,0.0004884699,0.02598857],"study_design_scores_gemma":[0.004431925,0.0007804057,0.1699216,0.00008404145,0.00001825094,0.00001475835,0.0002209552,0.5863119,0.0000332812,0.2187978,0.0190689,0.0003162505],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.986192,0.00066275,0.009776563,0.000346086,0.001326312,0.0001641701,0.0001420844,0.000001907786,0.001388146],"genre_scores_gemma":[0.9969548,0.001313463,0.001261808,0.00004042475,0.0003316774,0.000003590367,0.000002320698,0.0000165948,0.00007533119],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5037804,"threshold_uncertainty_score":0.5881278,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09010990369675144,"score_gpt":0.3050367750981371,"score_spread":0.2149268714013857,"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."}}