{"id":"W4214597110","doi":"10.3390/jrfm15030104","title":"Copula Modelling to Analyse Financial Data","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":42,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Copula (linguistics); Bivariate analysis; Econometrics; Tail dependence; Computer science; Multivariate statistics; Economics; Mathematics; 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005443476,0.001910234,0.001454292,0.003360291,0.000560745,0.002907909,0.0017135,0.001627836,0.009693775],"category_scores_gemma":[0.02685591,0.0007328584,0.002570428,0.00387527,0.0008619024,0.002868989,0.001976807,0.003824342,0.003624646],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001088712,"about_ca_system_score_gemma":0.001391685,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004970455,"about_ca_topic_score_gemma":0.002446135,"domain_scores_codex":[0.9966043,0.001593804,0.0002667264,0.0004646691,0.0008810292,0.0001893731],"domain_scores_gemma":[0.9875259,0.009274253,0.001010766,0.0008579662,0.00114968,0.0001814688],"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":[0.00008597435,0.0001593408,0.006197759,0.001139184,0.0006179519,0.0007662555,0.0007449989,0.4309717,0.002490073,0.3680446,0.03069827,0.1580838],"study_design_scores_gemma":[0.00001648203,0.00004735928,0.001633212,0.0002138592,0.00005370754,0.0002775872,0.0001389634,0.8077767,0.0007578981,0.1630952,0.02593853,0.00005042899],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.003197361,0.001651075,0.9887967,0.0004884601,0.0001448599,0.0001518804,0.0008189047,0.0007603497,0.003990475],"genre_scores_gemma":[0.2887861,0.01062707,0.6746476,0.00111489,0.0009659216,0.002226568,0.006106557,0.001904557,0.01362078],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009693775,"threshold_uncertainty_score":0.03242892,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05164253634134477,"score_gpt":0.2403098468480125,"score_spread":0.1886673105066677,"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."}}