{"id":"W3205547503","doi":"10.5430/ijfr.v12n5p166","title":"Modeling the Exchange Rate Volatility Using the BRICS GARCH-type Models","year":2021,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Univariate; Volatility (finance); Leverage effect; Econometrics; Exchange rate; Leverage (statistics); Economics; Mathematics; Statistics; Monetary economics; Multivariate statistics","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":[0.008004307,0.0001329571,0.0003101886,0.0002785897,0.000459567,0.0002832785,0.001112313,0.0001209351,0.0001185474],"category_scores_gemma":[0.004571857,0.0001008151,0.0002405907,0.0006442498,0.0001649123,0.00050886,0.0003596539,0.001151695,0.00002355475],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003365163,"about_ca_system_score_gemma":0.0007632173,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000800951,"about_ca_topic_score_gemma":0.0002056364,"domain_scores_codex":[0.9975646,0.000234017,0.001010155,0.0002805907,0.0004920794,0.0004185728],"domain_scores_gemma":[0.9957206,0.0004257757,0.0003099407,0.0003621853,0.003096224,0.00008533877],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.001256111,0.0006008907,0.01262396,0.00007273121,0.0003186984,0.000408445,0.009155283,0.4276635,0.001058333,0.4803164,0.003094201,0.06343145],"study_design_scores_gemma":[0.00029154,0.00004145607,0.002113525,0.00005167543,0.000004725001,0.00003700891,0.00008290535,0.8241088,0.00009813834,0.1648581,0.008215176,0.0000969597],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8270093,0.00786851,0.1580496,0.003717813,0.001860305,0.0001382243,0.00004784105,0.000005873894,0.00130257],"genre_scores_gemma":[0.9954678,0.001862455,0.0008600947,0.0002896665,0.001167506,0.000003130852,0.00000356782,0.00001949598,0.0003263213],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3964453,"threshold_uncertainty_score":0.547327,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3274580404991095,"score_gpt":0.3934923388711034,"score_spread":0.06603429837199393,"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."}}