{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002694704,0.00007763282,0.00023646,0.0001260505,0.00003719074,0.00001621436,0.00007606066,0.00005206084,0.00001926382],"category_scores_gemma":[0.00001260559,0.00007691255,0.00002130164,0.0002034417,0.0000368819,0.0001298822,0.00003333765,0.00005193384,0.000005703178],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002038404,"about_ca_system_score_gemma":0.00002280577,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003622974,"about_ca_topic_score_gemma":0.000678833,"domain_scores_codex":[0.9990999,0.000004542038,0.000496156,0.0002318493,0.00001856481,0.0001490523],"domain_scores_gemma":[0.9996513,0.00004066568,0.0001066789,0.0001491033,0.00003223265,0.00002003193],"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":[0.0000127087,0.0001480112,0.04194156,0.0000832334,0.000004118025,9.317574e-8,0.0002888148,0.007944802,0.00003822951,0.9485373,0.00007489461,0.0009262094],"study_design_scores_gemma":[0.0003691186,0.00003131812,0.01261056,0.00001419577,0.000001452056,2.437037e-7,0.00006998222,0.05108212,0.001993909,0.9311578,0.002512079,0.0001571831],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7955396,0.002312139,0.1953332,0.0002691688,0.0000180483,0.0002865486,0.00009941971,0.00001591173,0.006125945],"genre_scores_gemma":[0.9977477,0.000248613,0.001603211,0.0000169763,0.00003737572,0.00008274777,0.00001162703,0.000007428603,0.0002443631],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2022081,"threshold_uncertainty_score":0.5476876,"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."}}