{"id":"W2760966765","doi":"10.5539/ibr.v10n11p88","title":"The Role of the Skewed Distributions in the Framework of Extreme Value Theory (EVT)","year":2017,"lang":"en","type":"article","venue":"International Business Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Extreme value theory; Econometrics; Volatility (finance); Value at risk; Distribution (mathematics); Economics; Estimation; Generalized extreme value distribution; Heavy-tailed distribution; Value (mathematics); Statistics; Mathematics; Risk management; Probability distribution","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":[0.01152727,0.0009636066,0.001232246,0.001779674,0.0006352022,0.003479555,0.001646572,0.001806855,0.002415665],"category_scores_gemma":[0.05137486,0.0005570377,0.001179645,0.001289234,0.003352148,0.006540318,0.002302377,0.003513944,0.0004212427],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008094142,"about_ca_system_score_gemma":0.000700063,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008076275,"about_ca_topic_score_gemma":0.0004562497,"domain_scores_codex":[0.9942211,0.003117168,0.000272988,0.0008796992,0.001119148,0.0003899636],"domain_scores_gemma":[0.9553027,0.0342494,0.00447377,0.002792557,0.00260147,0.0005801432],"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":[0.000125692,0.0001163248,0.02517778,0.000290722,0.0003400072,0.001350037,0.0005835971,0.2536289,0.002062894,0.6621469,0.001614926,0.05256217],"study_design_scores_gemma":[0.00001652966,0.0001253876,0.00508128,0.0001036739,0.00005187758,0.0005219716,0.000168808,0.4095022,0.0008303815,0.5819209,0.001614803,0.00006211718],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06057418,0.001294834,0.9321288,0.001051561,0.0001226738,0.00003810985,0.0001092117,0.0001394554,0.004541053],"genre_scores_gemma":[0.9430295,0.001447878,0.05237431,0.0003777487,0.0004122403,0.0001158104,0.000232587,0.00008943847,0.001920511],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01152727,"threshold_uncertainty_score":0.06096274,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1038437116114085,"score_gpt":0.3487740129771891,"score_spread":0.2449303013657805,"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."}}