{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009029791,0.0002396297,0.0002545175,0.002152588,0.001113985,0.001204314,0.0006533565,0.0004519659,0.002175356],"category_scores_gemma":[0.007962032,0.0001503384,0.0003233754,0.004261681,0.0006727518,0.0005886668,0.0004963971,0.000461695,0.0001868524],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.005513804,"about_ca_system_score_gemma":0.006575541,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.9702098,"about_ca_topic_score_gemma":0.9781457,"domain_scores_codex":[0.9992108,0.0000374476,0.00003237666,0.00008436132,0.0005142743,0.0001206727],"domain_scores_gemma":[0.9948065,0.001254993,0.0009806535,0.0002331199,0.002220859,0.0005039906],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002077875,0.00004618321,0.9723336,0.0001142894,0.0001354909,0.0002107771,0.0009408226,0.0008700021,0.0007307183,0.001525775,0.002845305,0.02003924],"study_design_scores_gemma":[0.000005839003,0.00001093648,0.9971637,0.00001241368,0.00002957764,0.00002950157,0.0003036759,0.0009174197,0.0001618284,0.0001145162,0.001236863,0.00001366464],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9902042,0.001085172,0.0002028746,0.0004332536,0.000007247303,0.00001402644,0.00324667,0.00001350884,0.004793121],"genre_scores_gemma":[0.9964515,0.000797074,0.000155605,0.00003780999,0.00001051368,0.000002767991,0.001892171,0.000004280514,0.0006482023],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02979016,"threshold_uncertainty_score":0.05993116,"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."}}