{"id":"W3084519181","doi":"10.3390/jrfm13090208","title":"Volatility in International Stock Markets: An Empirical Study during COVID-19","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":157,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Volatility (finance); Econometrics; Economics; Heteroscedasticity; Stock market; Stock market index; Financial economics; Conditional variance; Coronavirus disease 2019 (COVID-19); Autoregressive model","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":[0.001114778,0.0002205443,0.0003010247,0.001548548,0.0002922277,0.001301052,0.0002279459,0.0003506028,0.0009710999],"category_scores_gemma":[0.003849201,0.0001243319,0.0003899829,0.002186281,0.000355573,0.0008882823,0.0005835437,0.0007438429,0.0002109627],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003760373,"about_ca_system_score_gemma":0.0002974909,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004076297,"about_ca_topic_score_gemma":0.003410527,"domain_scores_codex":[0.9996543,0.00005536109,0.00003852694,0.0000570647,0.0001208644,0.00007393276],"domain_scores_gemma":[0.9976333,0.0008696546,0.000896259,0.0001459788,0.0002378674,0.0002168918],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001494568,0.0001649515,0.9764245,0.00004042142,0.00006675357,0.0003878177,0.0008191167,0.00152425,0.0007098995,0.002511307,0.0008610145,0.0163406],"study_design_scores_gemma":[0.000003832395,0.00009155173,0.9916055,0.00002265005,0.00002361472,0.0002379663,0.0006870225,0.004993721,0.0003272568,0.0003909477,0.001604791,0.00001104726],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9966481,0.0004799431,0.0002515849,0.00007895104,0.000008258337,0.000008771008,0.0002293658,0.000004214287,0.002290796],"genre_scores_gemma":[0.9983042,0.0003992025,0.0001229615,0.00001727589,0.00002794967,0.000007286671,0.0007766,0.000003621351,0.0003408641],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004076297,"threshold_uncertainty_score":0.008105159,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03069545707080153,"score_gpt":0.2758364229710634,"score_spread":0.2451409659002618,"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."}}