{"id":"W3123031826","doi":"","title":"Estimation Adjusted VaR","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Estimator; Econometrics; Value at risk; Mathematics; Volatility (finance); Expected shortfall; Statistics; Economics; Risk management","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":[0.005853847,0.001400318,0.001403486,0.001967056,0.0002996795,0.002579843,0.001799433,0.001193232,0.00918992],"category_scores_gemma":[0.04046532,0.0005408548,0.001486854,0.001686684,0.0005931813,0.003143177,0.001919699,0.00279156,0.003305291],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006062138,"about_ca_system_score_gemma":0.001036988,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001338559,"about_ca_topic_score_gemma":0.0008184989,"domain_scores_codex":[0.9919059,0.003519371,0.0006151971,0.001782048,0.001866448,0.0003109383],"domain_scores_gemma":[0.9832157,0.008570825,0.001284795,0.003620057,0.003192667,0.0001159198],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002266563,0.0001110959,0.01255299,0.0007152199,0.0007526468,0.0002236232,0.0002209336,0.1496745,0.007864978,0.2247482,0.0183573,0.5845518],"study_design_scores_gemma":[0.00008259154,0.0002919141,0.01056199,0.0003250046,0.0003974891,0.001119967,0.0001656133,0.6015348,0.01355197,0.2941866,0.07754415,0.0002378894],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003211691,0.0007253414,0.9915383,0.0001439498,0.0002222863,0.00004539483,0.0003538528,0.0006086577,0.003150558],"genre_scores_gemma":[0.3064631,0.002714223,0.6723569,0.0006385778,0.0007832828,0.0003358249,0.004255864,0.001267209,0.01118502],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.00918992,"threshold_uncertainty_score":0.03095847,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.068501535987427,"score_gpt":0.3070679503537558,"score_spread":0.2385664143663288,"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."}}