{"id":"W3048827450","doi":"10.1002/ijfe.1915","title":"Asymmetric interdependence between currency markets' volatilities across frequencies and time scales","year":2020,"lang":"en","type":"article","venue":"International Journal of Finance & Economics","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Currency; Econometrics; Portfolio; Pound (networking); Liberian dollar; Semivariance; Us dollar; Monetary economics; Financial economics; Mathematics; Statistics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000821232,0.0001626717,0.0002282641,0.0009138836,0.000130007,0.0007738737,0.0001860625,0.0002359994,0.001256638],"category_scores_gemma":[0.007848025,0.0001841765,0.0002000806,0.000802618,0.0002738297,0.0007137161,0.00034613,0.0003378454,0.0001154518],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001684119,"about_ca_system_score_gemma":0.0001051019,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009819855,"about_ca_topic_score_gemma":0.0007717932,"domain_scores_codex":[0.9997911,0.00004176422,0.00001820661,0.00005667024,0.00005949756,0.00003273303],"domain_scores_gemma":[0.9950864,0.00304633,0.001219457,0.0002494846,0.0002911677,0.000107164],"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":[0.0007654023,0.0001446229,0.798004,0.0001224769,0.0004401519,0.0008777209,0.001496453,0.04586615,0.06635465,0.01511143,0.0006610976,0.07015591],"study_design_scores_gemma":[0.00001079996,0.00005803293,0.9233353,0.000009575429,0.00003659906,0.0001654212,0.0001573254,0.07084233,0.00193923,0.003167466,0.0002546841,0.00002330259],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9963301,0.00004629403,0.002914517,0.00002823581,0.000002147175,0.000002845833,0.0000871658,0.00001013163,0.0005785228],"genre_scores_gemma":[0.9995909,0.0000152209,0.0002671737,0.000001783804,0.000003086326,0.000001640418,0.00005473295,0.000002345986,0.00006319774],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001256638,"threshold_uncertainty_score":0.004343152,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02894478877283779,"score_gpt":0.2398687582739757,"score_spread":0.2109239695011379,"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."}}