{"id":"W3024323843","doi":"10.1111/jtsa.12532","title":"Tests for conditional heteroscedasticity of functional data","year":2020,"lang":"en","type":"article","venue":"Journal of Time Series Analysis","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Heteroscedasticity; Econometrics; Mathematics; Volatility clustering; Autoregressive model; Conditional variance; Volatility (finance); Statistics; Autoregressive conditional heteroskedasticity","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":[0.0004411902,0.00007980713,0.0005700117,0.0001839948,0.00005935348,0.0000245561,0.000258486,0.00004702357,0.0006690236],"category_scores_gemma":[0.0006857867,0.0000831693,0.0003463206,0.0003828333,0.00004500543,0.0004590053,0.00006299603,0.0000890961,0.00001810524],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002101848,"about_ca_system_score_gemma":0.00003732388,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001894133,"about_ca_topic_score_gemma":0.000008907101,"domain_scores_codex":[0.9987721,0.000008253148,0.0008743266,0.0001745733,0.00006748219,0.0001032701],"domain_scores_gemma":[0.9986134,0.00008675098,0.00084941,0.0001783649,0.0001974162,0.0000746678],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002924438,0.0007433108,0.473155,0.000387909,0.01192761,0.00001195477,0.0009863308,0.4008316,0.003168428,0.0569506,0.04743811,0.001474686],"study_design_scores_gemma":[0.001017286,0.0006210596,0.09890803,0.0000129361,0.0009023513,0.000006534909,0.00007165179,0.8526183,0.0002244216,0.02448786,0.02084891,0.0002806002],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1919808,0.000680733,0.801827,0.002061194,0.00009790235,0.00007241924,0.003051658,0.000006270512,0.0002220867],"genre_scores_gemma":[0.9914557,0.00005418426,0.007764442,0.0001385178,0.000257856,8.055358e-7,0.0002233947,0.000007486316,0.00009761168],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.799475,"threshold_uncertainty_score":0.7325339,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1296614700160899,"score_gpt":0.2687186601631412,"score_spread":0.1390571901470513,"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."}}