{"id":"W2914124579","doi":"","title":"Stochastic Conditional Duration Models with","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo; York University","funders":"","keywords":"Econometrics; Leverage (statistics); Stochastic volatility; Autoregressive model; Volatility (finance); Constant elasticity of variance model; Autoregressive conditional heteroskedasticity; Mathematics; Statistics; Forward volatility","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005254628,0.001641273,0.002042081,0.001653439,0.0007027217,0.002931188,0.00365545,0.002695268,0.01083566],"category_scores_gemma":[0.01789998,0.001129544,0.002078572,0.002207088,0.00208985,0.005940304,0.002454382,0.003599115,0.001555292],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001903419,"about_ca_system_score_gemma":0.001555116,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0100175,"about_ca_topic_score_gemma":0.006593622,"domain_scores_codex":[0.9975975,0.0007797923,0.0001493939,0.0007868659,0.000322879,0.000363523],"domain_scores_gemma":[0.9886364,0.007318508,0.001734431,0.001011674,0.0008116738,0.0004872586],"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":[0.0001512555,0.00006373291,0.004389195,0.0001146609,0.0001174903,0.0002440772,0.0002727898,0.3154388,0.0005143493,0.6565707,0.002595884,0.01952711],"study_design_scores_gemma":[0.00002731312,0.00004218832,0.0007910397,0.00003044233,0.00005285094,0.00008982622,0.00002427848,0.8224434,0.0001234888,0.1727178,0.003620939,0.00003640851],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04604064,0.002160613,0.9393029,0.001605339,0.000285803,0.00008286424,0.001952368,0.0006479854,0.007921499],"genre_scores_gemma":[0.903465,0.002580521,0.06438313,0.0004502284,0.0006734292,0.0004317212,0.003145927,0.0002699927,0.02459992],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01083566,"threshold_uncertainty_score":0.03624892,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01885534140075751,"score_gpt":0.2033500719912744,"score_spread":0.1844947305905169,"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."}}