{"id":"W3123173564","doi":"","title":"Periodic Stochastic Volatility and Fat Tails","year":2004,"lang":"en","type":"article","venue":"Warwick Research Archive Portal (University of Warwick)","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Volatility (finance); Econometrics; Outlier; Heteroscedasticity; Stochastic volatility; Economics; Statistics; Mathematics","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":[0.001960177,0.0002979803,0.0005753658,0.00109979,0.0002614238,0.001125574,0.0004755872,0.0005434674,0.00202973],"category_scores_gemma":[0.01624982,0.0003234137,0.0007157463,0.0009577683,0.0008380361,0.001178099,0.0007038956,0.0007673143,0.0001903024],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003912323,"about_ca_system_score_gemma":0.0005233166,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002232382,"about_ca_topic_score_gemma":0.001862157,"domain_scores_codex":[0.9991742,0.0002327069,0.00005163329,0.0001373445,0.0002843383,0.0001198211],"domain_scores_gemma":[0.9900711,0.006641554,0.001567859,0.001130155,0.00044106,0.0001482793],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002532988,0.00008759583,0.08230227,0.0002000989,0.0003616967,0.001237662,0.0005504119,0.4008273,0.005127471,0.4140289,0.003319558,0.09170385],"study_design_scores_gemma":[0.00002201029,0.00007070375,0.03457043,0.00004152315,0.0000590096,0.0004634617,0.00007401314,0.6432214,0.00137004,0.3177242,0.002336599,0.00004667095],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6814823,0.001507729,0.3041197,0.0005645287,0.00005930047,0.00003866384,0.0004612289,0.0004733429,0.0112932],"genre_scores_gemma":[0.9911819,0.0003879382,0.006998459,0.00006088095,0.00009386234,0.00001261127,0.0002522916,0.00003465391,0.0009775239],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002232382,"threshold_uncertainty_score":0.0103665,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04410493637491909,"score_gpt":0.2351122278550786,"score_spread":0.1910072914801595,"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."}}