{"id":"W3093973128","doi":"10.1108/cfri-04-2020-0044","title":"Inference for variance risk premium","year":2020,"lang":"en","type":"article","venue":"China Finance Review International","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Variance risk premium; Estimator; Econometrics; Variance (accounting); Mathematics; Statistics; Economics; Volatility risk premium","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002260387,0.0001465782,0.0003675647,0.00003068009,0.0001039128,0.00003508965,0.0005380177,0.00005148927,0.0001577185],"category_scores_gemma":[0.001536018,0.0001629406,0.0001525831,0.000245874,0.00003711862,0.0001912603,0.0000692594,0.0001472846,0.000489688],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004531055,"about_ca_system_score_gemma":0.00003766638,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000022271,"about_ca_topic_score_gemma":0.000001349103,"domain_scores_codex":[0.9987194,0.000002600081,0.000583592,0.0004599912,0.00004580265,0.0001886172],"domain_scores_gemma":[0.9990262,0.00006341348,0.000550983,0.0002118127,0.00008918311,0.00005837617],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000009340688,0.00003484507,0.00100218,0.0003046505,0.0000186174,3.451375e-7,0.00006861627,0.00003529153,0.00000277281,0.983101,0.003601847,0.01182054],"study_design_scores_gemma":[0.0003216046,0.00005248277,0.01101805,0.0003057945,0.00001207404,0.000001925778,0.000001395464,0.008747155,0.00001146356,0.259214,0.7200751,0.0002388722],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0001862621,0.04068977,0.9388298,0.01053437,0.0003699766,0.0005655201,0.000931036,0.00004415612,0.007849042],"genre_scores_gemma":[0.7325881,0.1853714,0.06488582,0.01153251,0.001884827,0.002362981,0.0003202751,0.00008419618,0.0009698697],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.873944,"threshold_uncertainty_score":0.6644523,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03611984804560674,"score_gpt":0.2727818715296472,"score_spread":0.2366620234840404,"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."}}