{"id":"W3125651943","doi":"","title":"Nonlinear Features of Realized FX Volatility","year":2001,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; University of Toronto","funders":"","keywords":"Volatility (finance); Stochastic volatility; Econometrics; Realized variance; Economics; Forward volatility; Mathematics","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":[0.0008862363,0.0002436569,0.0002596192,0.0005331407,0.0001755533,0.001085052,0.000376712,0.0004223164,0.003042555],"category_scores_gemma":[0.006152112,0.0002187491,0.0002770236,0.0003846769,0.0006045555,0.001139766,0.0006245468,0.0007980721,0.0002369213],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004488623,"about_ca_system_score_gemma":0.0001969349,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00162552,"about_ca_topic_score_gemma":0.0008467532,"domain_scores_codex":[0.9997937,0.0000431453,0.00001323299,0.00004969428,0.00006817889,0.00003206247],"domain_scores_gemma":[0.9980248,0.0009902607,0.0004917666,0.0002134529,0.0001931736,0.00008650884],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005555413,0.0001874511,0.1598442,0.0001624643,0.000203395,0.001369703,0.0009501898,0.4375487,0.0376335,0.3050488,0.0030326,0.05346346],"study_design_scores_gemma":[0.0000143022,0.00004211716,0.04945241,0.00001400942,0.00001350344,0.0002303719,0.00008128605,0.8777385,0.0022156,0.06942806,0.0007372716,0.00003255468],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9169987,0.000148879,0.07722327,0.0004381492,0.00002043417,0.00001562925,0.0003335424,0.0001055636,0.004715724],"genre_scores_gemma":[0.9982721,0.00004067499,0.0009671127,0.000008013315,0.00001190824,0.00000339636,0.00007781537,0.000007721285,0.0006111466],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003042555,"threshold_uncertainty_score":0.01017833,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06141446637564887,"score_gpt":0.3183549415171059,"score_spread":0.256940475141457,"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."}}