{"id":"W3193809655","doi":"10.3390/jrfm14080374","title":"Modelling the Impact of Different COVID-19 Pandemic Waves on Real Estate Stock Returns and Their Volatility Using a GJR-GARCHX Approach: An International Perspective","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Uniwersytet Ekonomiczny w Krakowie","keywords":"Pandemic; Stock (firearms); Volatility (finance); Real estate; Frontier; Financial economics; Coronavirus disease 2019 (COVID-19); Stock market; Economics; Business; Geography; Finance; Infectious disease (medical specialty)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008721252,0.000146354,0.0003791084,0.0001819579,0.0001516032,0.00008509575,0.0001442712,0.00005393153,0.00001201911],"category_scores_gemma":[0.0001003144,0.0001065463,0.0001607941,0.00008211255,0.00008039625,0.0001970029,0.00009433135,0.0002408868,1.786241e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003364126,"about_ca_system_score_gemma":0.00005062047,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001031884,"about_ca_topic_score_gemma":0.00007346286,"domain_scores_codex":[0.998988,0.00005807093,0.0005182974,0.0002373329,0.00004406508,0.0001542056],"domain_scores_gemma":[0.9989824,0.00008995899,0.0005919545,0.0001697874,0.00006012342,0.0001057448],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001210818,0.0006624726,0.7213607,0.00009585517,0.0004544929,0.00002658358,0.03409675,0.162952,0.000011266,0.02472865,0.00003007211,0.05437041],"study_design_scores_gemma":[0.001321044,0.0003203026,0.174017,0.00003494759,0.00004832904,0.00004495887,0.00503994,0.7579604,0.00000349689,0.06035542,0.0006226557,0.0002315471],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9415374,0.0001678801,0.05498811,0.00004400118,0.0001506197,0.00010886,0.00008786387,0.000004022631,0.002911272],"genre_scores_gemma":[0.9802622,0.01868352,0.0008827921,0.00002165822,0.0001225276,0.000001361435,0.000003375583,0.00001067289,0.00001190472],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5950084,"threshold_uncertainty_score":0.4344831,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07416155143399232,"score_gpt":0.2846706035758763,"score_spread":0.210509052141884,"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."}}