{"id":"W3049076077","doi":"10.3390/jrfm13080182","title":"Temporal Aggregation and Long Memory for Asset Price Volatility","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Econometrics; Realized variance; Economics; Long memory; Spectral analysis; Mathematics; Physics","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":[0.002259958,0.000246904,0.000375995,0.001011009,0.0005219275,0.001429455,0.000528424,0.000537103,0.001749714],"category_scores_gemma":[0.01779913,0.0002363649,0.0005313727,0.001106629,0.00113181,0.002641613,0.0009068702,0.0009497129,0.0001485688],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008875537,"about_ca_system_score_gemma":0.0003981125,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003590783,"about_ca_topic_score_gemma":0.003036113,"domain_scores_codex":[0.9996324,0.0001058394,0.000024644,0.00009605029,0.00007575528,0.00006528202],"domain_scores_gemma":[0.9931873,0.004309905,0.001376184,0.0006170948,0.0003262142,0.0001833523],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002028157,0.0001063769,0.0972107,0.000151111,0.0003026354,0.0009509093,0.001393085,0.1901188,0.006035287,0.634773,0.002175844,0.06657942],"study_design_scores_gemma":[0.00001415738,0.00003732094,0.03564739,0.00003659078,0.00005438758,0.0001968853,0.0001207265,0.6762735,0.0005233398,0.2860793,0.0009808562,0.00003549986],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7546123,0.001693454,0.234612,0.001320575,0.0000777959,0.00002925253,0.0002302343,0.0001711047,0.007253257],"genre_scores_gemma":[0.9953921,0.0003437584,0.003419985,0.00003546236,0.00006527473,0.00001544662,0.00007004185,0.0000143408,0.0006436424],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003590783,"threshold_uncertainty_score":0.01195192,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01964919909207333,"score_gpt":0.2046843444959522,"score_spread":0.1850351454038789,"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."}}