{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001961858,0.0001373033,0.0003294577,0.0001391449,0.0004087715,0.00002522243,0.0002406347,0.0001013463,0.0001203063],"category_scores_gemma":[0.0001986972,0.000151422,0.0001886667,0.000193012,0.0000559419,0.0002727476,0.00002880387,0.001263556,0.0002218195],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005988923,"about_ca_system_score_gemma":0.0005210512,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005780618,"about_ca_topic_score_gemma":0.0003133562,"domain_scores_codex":[0.9974092,0.00002197436,0.0006214223,0.0002711768,0.00005494919,0.001621224],"domain_scores_gemma":[0.9993379,0.00002464155,0.0002662506,0.0002386938,0.00004940745,0.00008307622],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00006611685,0.00007916171,0.1424135,0.000003824506,0.00005749732,0.000004683527,0.0004019496,0.00003864495,0.00001084479,0.8522732,0.0002440661,0.004406572],"study_design_scores_gemma":[0.0007045357,0.0001181299,0.01764666,0.000004583866,0.000003999823,0.0002264999,0.00009341371,0.007527569,0.000009078403,0.957849,0.01560386,0.0002126677],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8852106,0.01016778,0.0938627,0.0004104018,0.0003082585,0.00009517737,0.00001321762,0.00004554259,0.009886309],"genre_scores_gemma":[0.9886143,0.00859588,0.0003437627,0.00007812911,0.0002496287,0.000003188463,0.000003605621,0.00002015019,0.002091339],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1247668,"threshold_uncertainty_score":0.6174809,"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."}}