{"id":"W3125648671","doi":"10.3982/ecta9240","title":"Estimation of Jump Tails","year":2011,"lang":"en","type":"article","venue":"Econometrica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":135,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Jump; Estimation; Econometrics; Economics; Statistics; Mathematics; Physics","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":[0.003324217,0.0005856868,0.0008828662,0.001768269,0.0003313848,0.001380612,0.001706855,0.001199669,0.001727377],"category_scores_gemma":[0.01857284,0.0006198629,0.0008589214,0.000920632,0.0007616273,0.002567084,0.001587673,0.0021335,0.0002770741],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004179165,"about_ca_system_score_gemma":0.0008291407,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001820757,"about_ca_topic_score_gemma":0.001785036,"domain_scores_codex":[0.9989962,0.0003288327,0.00006447814,0.0001921766,0.0003193993,0.00009893933],"domain_scores_gemma":[0.993523,0.003897194,0.0008727718,0.001015191,0.0005342147,0.0001575759],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001502979,0.0001412563,0.02328541,0.0001580812,0.0004315204,0.000282405,0.0002278993,0.5325828,0.00870318,0.2684657,0.00177946,0.163792],"study_design_scores_gemma":[0.00001053232,0.00002070258,0.002435933,0.00001614475,0.00002089656,0.00004746042,0.00001098032,0.9339682,0.001385452,0.06125795,0.0007982083,0.00002745465],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01920726,0.000075114,0.9797443,0.00005099101,0.00001535509,0.00001599721,0.00007891739,0.0001790831,0.0006328857],"genre_scores_gemma":[0.7224239,0.0003654879,0.2732426,0.0001218584,0.0001435635,0.0001260044,0.0007844861,0.0001483966,0.00264371],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003324217,"threshold_uncertainty_score":0.01758033,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05661908141956747,"score_gpt":0.215399756156899,"score_spread":0.1587806747373316,"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."}}