{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007538761,0.0001128643,0.0001834898,0.0001346425,0.0002562225,0.00005534707,0.0001212882,0.0000616523,0.00002582943],"category_scores_gemma":[0.00003313195,0.0001132019,0.0000682854,0.0001296045,0.00003447949,0.000496119,0.0000101012,0.0007759113,0.00009290813],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008020684,"about_ca_system_score_gemma":0.0005860479,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001585793,"about_ca_topic_score_gemma":0.0004793075,"domain_scores_codex":[0.9983698,0.000005814612,0.000392137,0.0002013581,0.00005951874,0.0009714473],"domain_scores_gemma":[0.999548,0.00001103318,0.000227514,0.0001051476,0.00005360994,0.00005475396],"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":[0.00003305553,0.00003406971,0.0001973484,0.000001400566,0.00002950347,8.415872e-7,0.0001157541,0.1325827,0.000004002456,0.8665882,0.000003116149,0.0004099747],"study_design_scores_gemma":[0.0009078212,0.0002019309,0.0004430591,0.00001075363,0.000005665576,0.0001366878,0.0001315299,0.01964377,0.000005733919,0.9783043,0.00006114115,0.0001476481],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2179714,0.001573179,0.7789196,0.0004898524,0.00006970877,0.00007642595,0.00001354294,0.00001711184,0.0008691109],"genre_scores_gemma":[0.9983376,0.0003828942,0.0008087709,0.00007057902,0.0001807733,0.000006671131,0.00001425759,0.0000179213,0.0001805284],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7803662,"threshold_uncertainty_score":0.4616241,"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."}}