{"id":"W3125567772","doi":"10.2139/ssrn.542802","title":"Realized Beta: Persistence and Predictability","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":48,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Predictability; Persistence (discontinuity); BETA (programming language); Econometrics; Economics; Mathematics; Computer science; Statistics; Engineering; Programming language","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":[0.001937825,0.0001175357,0.0002651837,0.00009234092,0.0002483704,0.000054197,0.0001557558,0.00008490703,0.00001917803],"category_scores_gemma":[0.0001363109,0.0001265966,0.0001091739,0.0001225588,0.00007152041,0.0002683706,0.00003319436,0.0008970358,0.00002855598],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006708116,"about_ca_system_score_gemma":0.0004027364,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005326521,"about_ca_topic_score_gemma":0.0006803692,"domain_scores_codex":[0.9980649,0.00001280746,0.0004435468,0.0002843476,0.00004350347,0.001150909],"domain_scores_gemma":[0.9995109,0.00001737597,0.0001827619,0.0001690262,0.00003514262,0.00008473247],"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":[0.00004302969,0.00005601954,0.06662142,0.000009223554,0.0000450053,0.000001110533,0.0005367796,0.0001585615,0.00001280635,0.9284428,0.000007337507,0.00406592],"study_design_scores_gemma":[0.00093546,0.0001852609,0.01798892,0.00001174476,0.000008484517,0.00008373697,0.0003791668,0.0005571237,0.000009870872,0.9783713,0.0013128,0.0001560947],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9301557,0.0158027,0.05066198,0.001178257,0.0002220463,0.0001038274,0.00001549366,0.00002705945,0.001832972],"genre_scores_gemma":[0.9910865,0.008026426,0.0004717095,0.00005479238,0.0001271948,0.000003043121,0.000001865313,0.00001265316,0.0002158167],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06093083,"threshold_uncertainty_score":0.5162461,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02541475361505159,"score_gpt":0.2133988359867233,"score_spread":0.1879840823716717,"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."}}