{"id":"W3031628361","doi":"10.3390/jrfm13060107","title":"Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":55,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cryptocurrency; Autoregressive conditional heteroskedasticity; Volatility (finance); Econometrics; Heteroscedasticity; Gaussian; Economics; Value at risk; Mathematics; Computer science; Finance","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001498223,0.0004068206,0.0005143767,0.001730378,0.0002616158,0.001938825,0.0004451414,0.0005421671,0.001340569],"category_scores_gemma":[0.01046205,0.0001127912,0.0003390205,0.001895473,0.0005307617,0.001682676,0.0006698189,0.0007591817,0.0002515175],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000797404,"about_ca_system_score_gemma":0.0002962301,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003528825,"about_ca_topic_score_gemma":0.002930667,"domain_scores_codex":[0.9994364,0.0001000229,0.0000565691,0.0001010606,0.0002182982,0.00008759864],"domain_scores_gemma":[0.9931051,0.003392343,0.002476001,0.0003581716,0.0004135819,0.0002549431],"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":[0.001013812,0.0002482666,0.9114426,0.0001322789,0.0003880114,0.001417917,0.0004428158,0.03496785,0.003657356,0.008256391,0.00108558,0.03694709],"study_design_scores_gemma":[0.00003473576,0.0003343828,0.818633,0.00008553367,0.0001540465,0.0008677898,0.0008329641,0.162235,0.005693506,0.008101061,0.002932505,0.00009563706],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9975486,0.0002118228,0.0007363911,0.00008449685,0.000007828529,0.000006996272,0.0002144569,0.00001649221,0.00117285],"genre_scores_gemma":[0.9991447,0.00009662417,0.0001153204,0.000008041389,0.000009061618,0.000003115977,0.0003322997,0.000005935277,0.0002848511],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003528825,"threshold_uncertainty_score":0.007923424,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02324538803347046,"score_gpt":0.2112461995435891,"score_spread":0.1880008115101187,"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."}}