{"id":"W4241066339","doi":"10.2139/ssrn.1092203","title":"Realized Volatility","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Quadratic variation; Realized variance; Volatility (finance); Econometrics; Nonparametric statistics; Quadratic equation; Mathematics; Economics; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"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":[0.0003947769,0.0003635376,0.0003748521,0.000466048,0.00023402,0.001947245,0.0005685794,0.0006362958,0.01265991],"category_scores_gemma":[0.003541982,0.00019148,0.0004457539,0.000351871,0.0003197494,0.001492992,0.0006194737,0.0007816357,0.003153374],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004062788,"about_ca_system_score_gemma":0.000348925,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006310967,"about_ca_topic_score_gemma":0.0003757779,"domain_scores_codex":[0.9995961,0.00003956459,0.00001741366,0.000121514,0.0001755211,0.00004991356],"domain_scores_gemma":[0.9995238,0.0001418767,0.00006362041,0.0001241103,0.0001068891,0.00003972298],"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":[0.0002520579,0.0001531333,0.0187529,0.0001580551,0.0002045213,0.0005460752,0.00036017,0.08658861,0.0231932,0.6782287,0.01629564,0.1752669],"study_design_scores_gemma":[0.00005141831,0.0002287881,0.03741881,0.00005664944,0.0001252684,0.00143452,0.0002341949,0.5245277,0.01494464,0.3901038,0.03073043,0.0001438381],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4278272,0.001191792,0.3471067,0.001657775,0.0007583403,0.0001446098,0.003926552,0.001842497,0.2155445],"genre_scores_gemma":[0.9678164,0.0002425056,0.003688944,0.00007038179,0.0001380101,0.00003274603,0.0009560948,0.00008252214,0.02697258],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01265991,"threshold_uncertainty_score":0.0423516,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03450288788869987,"score_gpt":0.2225448997636331,"score_spread":0.1880420118749332,"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."}}