{"id":"W3186668515","doi":"","title":"Realized volatility, jump and beta: evidence from Canadian stock market","year":2020,"lang":"en","type":"preprint","venue":"UTAS Research Repository","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of New Brunswick","funders":"","keywords":"Jump; Volatility (finance); Economics; Econometrics; Stock (firearms); Stock exchange; Systematic risk; Financial economics; Stock market; Geography; Finance","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001994641,0.0003749999,0.0008477682,0.0005655652,0.0005328628,0.0008797105,0.0008599671,0.0005537685,0.0005471493],"category_scores_gemma":[0.0008354533,0.0004377821,0.0001789116,0.0002917715,0.0004651246,0.00035442,0.001127787,0.00172472,0.0001134766],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007131271,"about_ca_system_score_gemma":0.001063115,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.6193489,"about_ca_topic_score_gemma":0.03604893,"domain_scores_codex":[0.9961516,0.0003298492,0.0009326029,0.001522897,0.0002530476,0.0008100062],"domain_scores_gemma":[0.9971389,0.0004891882,0.0003289151,0.001101173,0.0001877344,0.0007541442],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.0006191522,0.0001546223,0.4283006,0.001823125,0.0007804235,0.0008116223,0.003005157,0.00001645157,0.000331931,0.1161491,0.4454958,0.002512063],"study_design_scores_gemma":[0.0004430533,0.0002438348,0.66916,0.0007026353,0.00002927625,0.000006255709,0.0001248276,0.01140474,0.0001650045,0.1633879,0.1534177,0.0009147194],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4862783,0.05341909,0.00008047352,0.007168099,0.002024422,0.001875301,0.002047743,0.0001206511,0.4469859],"genre_scores_gemma":[0.9889693,0.004279416,0.0005015837,0.0001949751,0.0007669604,0.0001959359,0.0001054107,0.00006410159,0.00492234],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5833,"threshold_uncertainty_score":0.9998074,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1642180985659488,"score_gpt":0.3215375333924947,"score_spread":0.1573194348265459,"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."}}