{"id":"W3124976957","doi":"10.1080/17446540701720709&magic=repec&7c&7c8674ecab8bb840c6ad35dc6213a474b5","title":"Some Properties of Absolute Returns as a Proxy for Volatility","year":2007,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Victoria","funders":"","keywords":"Volatility (finance); Econometrics; Proxy (statistics); Stochastic volatility; Forward volatility; Economics; Absolute return; Volatility swap; Financial economics; Implied volatility; Mathematics; Statistics; Microeconomics","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":[0.008087672,0.0008653323,0.001264907,0.003933619,0.0005401145,0.003531422,0.001764188,0.001118918,0.003000369],"category_scores_gemma":[0.06052033,0.0006065981,0.001427625,0.004590352,0.002665432,0.007358487,0.001432256,0.00254168,0.0005002433],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009829712,"about_ca_system_score_gemma":0.0007279182,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001000897,"about_ca_topic_score_gemma":0.0005571587,"domain_scores_codex":[0.9975423,0.001030868,0.0002024459,0.0005177017,0.0004954449,0.0002113439],"domain_scores_gemma":[0.935205,0.0476032,0.009129818,0.004303236,0.002557671,0.001200934],"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":[0.0002100176,0.00015599,0.03955704,0.0003778996,0.0003355566,0.0006234176,0.0004761968,0.131822,0.01177845,0.7706088,0.00193587,0.04211886],"study_design_scores_gemma":[0.00002196307,0.0002080812,0.01954456,0.00008813383,0.00007834838,0.000565767,0.0001185751,0.5415775,0.002734436,0.4337225,0.001235123,0.0001051216],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3306546,0.004150729,0.6560022,0.00184009,0.0001884651,0.00005202401,0.0008694395,0.0003531447,0.0058894],"genre_scores_gemma":[0.9686659,0.002391532,0.02559709,0.0001785667,0.0006961143,0.00008824059,0.0006482484,0.0001586978,0.001575586],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008087672,"threshold_uncertainty_score":0.04277223,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07939453512239324,"score_gpt":0.3017601735639673,"score_spread":0.2223656384415741,"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."}}