{"id":"W3078951758","doi":"10.3390/jrfm13090186","title":"True versus Spurious Long Memory in Cryptocurrencies","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":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cryptocurrency; Volatility (finance); Spurious relationship; Econometrics; Long memory; Economics; Cash; Statistics; Mathematics; Computer science; Computer security; 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":[0.00478653,0.0004147892,0.0006703744,0.001818472,0.0004837596,0.002889349,0.001022381,0.001252438,0.003601974],"category_scores_gemma":[0.05662137,0.0002071976,0.0005686721,0.002161864,0.001418863,0.003022086,0.001399754,0.001471951,0.0005945794],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006570335,"about_ca_system_score_gemma":0.0005636106,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00173741,"about_ca_topic_score_gemma":0.001439477,"domain_scores_codex":[0.9976649,0.0005166829,0.0003577548,0.0004881392,0.0005575236,0.0004149791],"domain_scores_gemma":[0.9070618,0.05460931,0.02718289,0.006677138,0.002728759,0.001740114],"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":[0.0005524173,0.0002254389,0.9621765,0.00008948836,0.0002709517,0.0006346156,0.0004130878,0.006513771,0.001147773,0.005424589,0.0004892055,0.02206224],"study_design_scores_gemma":[0.000104298,0.0006042315,0.8901926,0.0001196153,0.0002505169,0.001011248,0.001086296,0.07895477,0.006517538,0.01936123,0.00170972,0.00008792946],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9955278,0.000242158,0.002498955,0.0001787347,0.0000120256,0.000009699945,0.0002513314,0.00002971307,0.001249542],"genre_scores_gemma":[0.9993032,0.00004872212,0.0002002455,0.0000181856,0.00001472946,0.000004857391,0.0002061526,0.000005458281,0.000198458],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00478653,"threshold_uncertainty_score":0.02531391,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02267597670733301,"score_gpt":0.2006540823611173,"score_spread":0.1779781056537843,"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."}}