{"id":"W3124561196","doi":"","title":"Tail Dependence in International Real Estate Securities Markets","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Copula (linguistics); Portfolio; Tail dependence; Real estate; Financial economics; Economics; Financial market; Project portfolio management; Financial crisis; Real estate investment trust; Emerging markets; Business; Econometrics; Finance; Mathematics; Statistics; Multivariate statistics","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":[0.002426273,0.0001179021,0.0001907425,0.000272898,0.00009109836,0.00006023398,0.000303425,0.00006005211,0.000133505],"category_scores_gemma":[0.00005606853,0.0001358498,0.00007506066,0.0001484132,0.00002791269,0.000698562,0.00005226949,0.0008287321,0.0002520072],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008831414,"about_ca_system_score_gemma":0.0001277081,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005483176,"about_ca_topic_score_gemma":0.001541598,"domain_scores_codex":[0.9976246,0.00001820044,0.0004557779,0.0001614236,0.00006942355,0.001670611],"domain_scores_gemma":[0.9995581,0.00001769221,0.0002334274,0.0001152968,0.00002312862,0.00005237681],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00004479823,0.00008095634,0.3220545,0.000004423754,0.00004328351,0.000005462843,0.0007215473,0.00001529195,0.000001616251,0.6156671,0.00008463941,0.06127642],"study_design_scores_gemma":[0.001213066,0.00009718261,0.4770132,0.00002703206,0.00000605809,0.0001284132,0.002447051,0.0002744592,0.00001385966,0.3763622,0.141972,0.0004454903],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7942822,0.002811444,0.001878878,0.0004409354,0.001214423,0.00009741128,0.00001428572,0.0000167757,0.1992437],"genre_scores_gemma":[0.8702301,0.1279027,0.00007589874,0.00005873062,0.0003537817,0.000009142859,0.000003673731,0.00001432505,0.001351626],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2393049,"threshold_uncertainty_score":0.5539795,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01124497791819046,"score_gpt":0.216133141107723,"score_spread":0.2048881631895325,"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."}}