{"id":"W2765836855","doi":"10.5430/afr.v6n4p236","title":"Interpreting the Estimates from the Full VECH Model with Asymmetry: The Case of US and Canadian Equity Prices","year":2017,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Chuo University","keywords":"Econometrics; Heteroscedasticity; Equity (law); Economics; Autoregressive model; Multivariate statistics; Interpretation (philosophy); Index (typography); Mathematics; Statistics; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":true,"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":[0.005043007,0.000617423,0.0006527021,0.001708161,0.0008429274,0.002956227,0.001220344,0.001189031,0.002824786],"category_scores_gemma":[0.03050856,0.0003194941,0.0006223079,0.002047665,0.001385892,0.002356523,0.001266589,0.001661735,0.0002547612],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.004486964,"about_ca_system_score_gemma":0.005065936,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.4711739,"about_ca_topic_score_gemma":0.4060313,"domain_scores_codex":[0.9979311,0.0004839909,0.000102824,0.0002229857,0.0009919963,0.0002670395],"domain_scores_gemma":[0.9920059,0.004117535,0.001028946,0.001155858,0.001583899,0.0001078455],"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":[0.0002301511,0.00004534855,0.07555564,0.0002881554,0.0002694284,0.001558151,0.002616482,0.194032,0.004163575,0.5728874,0.005951886,0.1424018],"study_design_scores_gemma":[0.00004752739,0.00005839215,0.1109126,0.0001791469,0.0002794106,0.000888955,0.003389267,0.4957868,0.005807554,0.364761,0.01757301,0.0003164307],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7074307,0.001917373,0.2309025,0.00457012,0.00009790848,0.0001562246,0.002338583,0.0002912339,0.05229538],"genre_scores_gemma":[0.9737004,0.0005394081,0.02289831,0.0001402658,0.0000310391,0.00001566521,0.0006140608,0.00005364524,0.002007216],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5288261,"threshold_uncertainty_score":0.9368626,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06629438324633968,"score_gpt":0.3286140329163702,"score_spread":0.2623196496700305,"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."}}