{"id":"W2994460763","doi":"","title":"A Multivariate Garch Analysis of International Value and Growth Equity Returns and Volatility","year":2012,"lang":"en","type":"article","venue":"Journal of international business research","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Autoregressive conditional heteroskedasticity; Econometrics; Heteroscedasticity; Financial economics; Volatility (finance); Equity (law)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch"],"consensus_categories":["metaresearch"],"category_scores_codex":[0.03846724,0.0001393611,0.0005268913,0.003503707,0.0001290312,0.0002990354,0.001289791,0.0001026945,0.0005996859],"category_scores_gemma":[0.07373908,0.00009970275,0.0001757742,0.00291254,0.0004612182,0.001109576,0.001308359,0.0005617638,0.000002520555],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001785731,"about_ca_system_score_gemma":0.0001854916,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002873444,"about_ca_topic_score_gemma":0.00002293689,"domain_scores_codex":[0.9917839,0.001234632,0.001292994,0.000306879,0.005037336,0.0003443249],"domain_scores_gemma":[0.9793454,0.008104977,0.0008491219,0.0002790538,0.01116548,0.0002559242],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0005462731,0.0001859125,0.9724215,0.00001307724,0.0007603393,0.000008797511,0.0008256371,0.00005344348,0.003499832,0.001663478,0.0004304849,0.01959121],"study_design_scores_gemma":[0.0004926253,0.00004318527,0.9686021,0.00005093098,0.00007805145,0.00008066727,0.0002589968,0.02157096,0.0004043631,0.007571818,0.0007645513,0.00008178393],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9719483,0.0003621073,0.02004489,0.00236431,0.001029936,0.0001009212,0.00004362294,0.000004227953,0.004101636],"genre_scores_gemma":[0.984408,0.0001540916,0.01465475,0.00002818282,0.0003922234,0.000002592178,0.000003526337,0.000009507375,0.0003471171],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03527184,"threshold_uncertainty_score":0.9901003,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3315617214693544,"score_gpt":0.557836196934741,"score_spread":0.2262744754653865,"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."}}