{"id":"W2892748249","doi":"10.3390/jrfm11040057","title":"Modeling the Dependence Structure of Share Prices among Three Chinese City Banks","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Copula (linguistics); Gumbel distribution; Tail dependence; Beijing; China; Econometrics; Financial crisis; Economics; Financial economics; Business; Financial system; Geography; Statistics; Mathematics; Extreme value theory; Macroeconomics","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":[0.0007549392,0.0001138913,0.0003027438,0.0001303063,0.0001599565,0.00004933766,0.0002946706,0.00006389958,0.0001059837],"category_scores_gemma":[0.0001463651,0.00008072179,0.0001035298,0.0001904411,0.00008473696,0.0001961367,0.0001368372,0.0002219055,8.110081e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002254679,"about_ca_system_score_gemma":0.000009165571,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002474645,"about_ca_topic_score_gemma":0.001005772,"domain_scores_codex":[0.9989986,0.00001170183,0.0006073749,0.0001632873,0.00007629901,0.00014271],"domain_scores_gemma":[0.998989,0.00003189938,0.0006370096,0.0002038189,0.00009429411,0.00004390653],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007563923,0.00003132011,0.9665483,0.00004939139,0.00003447547,0.000003443399,0.0004287876,0.0002836598,0.000001208331,0.0129857,0.00003378295,0.01952425],"study_design_scores_gemma":[0.0002605494,0.00006696132,0.7710614,0.0000280288,0.00001816862,0.000002119867,0.00003156376,0.1130838,0.000001246769,0.1146831,0.0006792785,0.00008374364],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8972936,0.0008769872,0.1001464,0.00003527192,0.000303853,0.0001125875,0.00008576255,0.000002542549,0.001142952],"genre_scores_gemma":[0.9977009,0.0007751418,0.001256128,0.00002922419,0.0002120657,8.137205e-7,9.035605e-7,0.000006249617,0.00001856356],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1954869,"threshold_uncertainty_score":0.329174,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01187926832098502,"score_gpt":0.2093882142565659,"score_spread":0.1975089459355809,"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."}}