{"id":"W3105622372","doi":"","title":"HIGH MOMENT PARTIAL SUM PROCESSES OF RESIDUALS IN GARCH MODELS AND THEIR APPLICATIONS 1","year":2006,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":61,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Mathematics; Moment (physics); Applied mathematics; Autoregressive conditional heteroskedasticity; Kurtosis; Statistics; Econometrics; Volatility (finance)","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006935028,0.001397873,0.001534054,0.002553323,0.000653273,0.002035865,0.001703411,0.001942735,0.002048456],"category_scores_gemma":[0.02681282,0.0009115518,0.002145296,0.002604831,0.003464067,0.003838434,0.002272118,0.003047413,0.0005454521],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001081329,"about_ca_system_score_gemma":0.0008617645,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001999794,"about_ca_topic_score_gemma":0.001159895,"domain_scores_codex":[0.9972259,0.001374457,0.0001554905,0.0003992553,0.0006599065,0.0001849467],"domain_scores_gemma":[0.9848387,0.01046447,0.001886434,0.001047901,0.00138466,0.0003778134],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005264922,0.00004080369,0.003039253,0.0001853438,0.00008843528,0.0003033441,0.0003274069,0.1864291,0.001764065,0.7800058,0.0007101345,0.02705371],"study_design_scores_gemma":[0.000009645498,0.00005947949,0.0009152564,0.00003908584,0.00003112227,0.0001342339,0.00004081842,0.6834288,0.000919724,0.3124206,0.001953787,0.00004743928],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.021531,0.0009415072,0.9750829,0.0002055636,0.00006738759,0.00002364952,0.00006260594,0.0001870637,0.001898271],"genre_scores_gemma":[0.7138634,0.003386284,0.2726479,0.0002429375,0.0005558542,0.0001915996,0.0004876209,0.0004069979,0.008217409],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006935028,"threshold_uncertainty_score":0.03667641,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03832336399897199,"score_gpt":0.2309206078188284,"score_spread":0.1925972438198564,"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."}}