{"id":"W3124117807","doi":"","title":"Circuit Breakers and the Tail Index of Equity Returns","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Humanities; Financial economics; Index (typography); Economics; Econometrics; Political science; Computer science; Art","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":[0.001784704,0.0002153589,0.000272408,0.001970634,0.0001884033,0.0009680364,0.0004429152,0.000563457,0.001731832],"category_scores_gemma":[0.01919159,0.0001189454,0.0002647452,0.001600191,0.0007693626,0.001328511,0.000824479,0.0009462901,0.0003815921],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003848833,"about_ca_system_score_gemma":0.0001323816,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001043305,"about_ca_topic_score_gemma":0.0008409622,"domain_scores_codex":[0.9994569,0.0001359356,0.00004640766,0.000118989,0.0001315218,0.0001101149],"domain_scores_gemma":[0.9731224,0.01098431,0.01202765,0.001828115,0.0009197425,0.001117852],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000520231,0.00008099973,0.9629127,0.0000231551,0.0001269263,0.0002131986,0.0002588533,0.006914756,0.003636478,0.004538301,0.0006093489,0.02016501],"study_design_scores_gemma":[0.00001410342,0.0001678159,0.9615946,0.00001160171,0.00003169556,0.0004077874,0.0001334851,0.02453811,0.002336762,0.0101862,0.0005496352,0.00002816826],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9937493,0.0002062417,0.004123973,0.00007215564,0.000004927206,0.000008052327,0.0003050236,0.00004856026,0.001481794],"genre_scores_gemma":[0.9989945,0.00004039702,0.0003920527,0.00000966141,0.00001020767,0.00000350083,0.0003736771,0.000006382911,0.0001695555],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001970634,"threshold_uncertainty_score":0.009438515,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05052214765337407,"score_gpt":0.2911367259120899,"score_spread":0.2406145782587158,"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."}}