{"id":"W3125266333","doi":"","title":"Testing and Comparing Value-at-Risk Measures","year":2001,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Value at risk; Price risk; Risk management; Humanities; Actuarial science; Economics; Financial economics; Finance; Philosophy","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":[0.05776656,0.001622637,0.001706081,0.004057029,0.0007243017,0.004046242,0.00234278,0.002081877,0.008912159],"category_scores_gemma":[0.2563479,0.0004817124,0.002832722,0.002959366,0.002410679,0.005477916,0.002964688,0.00287786,0.001334078],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0012242,"about_ca_system_score_gemma":0.001470496,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001342754,"about_ca_topic_score_gemma":0.000727645,"domain_scores_codex":[0.9217753,0.05555152,0.00386716,0.00609414,0.01124724,0.001464695],"domain_scores_gemma":[0.5292814,0.4386039,0.01175743,0.01249522,0.006358624,0.001503405],"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":[0.004883761,0.001702091,0.4096584,0.001268662,0.005653651,0.0005275055,0.002611034,0.07862176,0.003485011,0.144189,0.00575323,0.341646],"study_design_scores_gemma":[0.0005120616,0.01229485,0.1990926,0.0007241958,0.001089778,0.0006556789,0.005081274,0.5416815,0.01140885,0.2100358,0.01706652,0.0003569296],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6663724,0.001506396,0.3033193,0.001194155,0.0006117618,0.001016642,0.002402757,0.0006939779,0.0228826],"genre_scores_gemma":[0.9400033,0.0003165493,0.05505773,0.0001627392,0.0001444599,0.001085859,0.001261322,0.00007942357,0.001888743],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05776656,"threshold_uncertainty_score":0.3055025,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1000782557714006,"score_gpt":0.2932756858305442,"score_spread":0.1931974300591436,"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."}}