{"id":"W4281484059","doi":"10.3390/jrfm15060234","title":"Exploring a Three-Factor Dependence Structure of Conditional Volatilities: Some Quantile Regression Evidence from Real Estate Investment Trusts","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Real estate investment trust; Quantile regression; Financial economics; Quantile; Stock market; Stock market index; Real estate; Stock (firearms); Economics; Emerging markets; Index (typography); Econometrics; Capital asset pricing model; Business; Finance; Geography","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":[0.0004599701,0.0001496237,0.0004455432,0.0002973739,0.0002247108,0.00004327737,0.0002377428,0.00003680735,0.0002722764],"category_scores_gemma":[0.00009460178,0.0001549918,0.0001219852,0.0001247517,0.00005636483,0.0007224203,0.0002107852,0.0002784061,0.000002684799],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000173282,"about_ca_system_score_gemma":0.00003901336,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007621314,"about_ca_topic_score_gemma":0.0001235553,"domain_scores_codex":[0.9985674,0.00003626571,0.0008404766,0.000244572,0.0001214205,0.0001898356],"domain_scores_gemma":[0.998444,0.0001297496,0.0011372,0.0001784938,0.00003082745,0.00007970482],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001799672,0.0003481809,0.6549857,0.0003333897,0.0002731158,0.0001861266,0.01503654,0.006639405,0.0002056379,0.08309907,0.0008640629,0.2362291],"study_design_scores_gemma":[0.001340781,0.0004315166,0.8019555,0.0001968326,0.00005823899,0.00001147518,0.001386314,0.002687549,0.0001103521,0.1772569,0.01420534,0.0003591408],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9955277,0.0007542218,0.001688285,0.00004055839,0.0008480512,0.0001315729,0.0005674456,0.00000637549,0.0004357291],"genre_scores_gemma":[0.9766994,0.02147925,0.001564529,0.00003986243,0.0001681336,0.000008059675,0.000008929424,0.00001363177,0.00001820604],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2358699,"threshold_uncertainty_score":0.6320382,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05804458356850772,"score_gpt":0.2289958267018243,"score_spread":0.1709512431333166,"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."}}