{"id":"W4389993326","doi":"10.2139/ssrn.4660138","title":"The Fine Structure of Volatility Dynamics","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Econometrics; Statistical physics; Economics; Financial economics; Physics","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":[0.001025391,0.0002635532,0.0009431909,0.001402221,0.000724642,0.002488425,0.0007492318,0.001533608,0.004931053],"category_scores_gemma":[0.01374992,0.0009494003,0.000484181,0.0005162614,0.001912409,0.004764027,0.001615513,0.002114373,0.000512753],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006056461,"about_ca_system_score_gemma":0.0003703281,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008300454,"about_ca_topic_score_gemma":0.0008940801,"domain_scores_codex":[0.9995891,0.00007919429,0.00002402525,0.0001137964,0.0001208113,0.00007302388],"domain_scores_gemma":[0.9922758,0.004901933,0.0008185633,0.0009276883,0.0004509066,0.0006251925],"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":[0.00008520143,0.00007549752,0.006769985,0.0001078817,0.00008042604,0.0004389395,0.0002783704,0.07807495,0.008500502,0.8877868,0.002576021,0.01522545],"study_design_scores_gemma":[0.00001524271,0.00002767563,0.008832223,0.00001834338,0.00001445624,0.0002281544,0.00005479896,0.2174785,0.000572686,0.7716728,0.001043556,0.00004146237],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6775866,0.001937099,0.2742613,0.003600719,0.0002609455,0.00004189493,0.0003910254,0.0006398634,0.04128043],"genre_scores_gemma":[0.9921831,0.00029934,0.004345764,0.0001177061,0.0001508277,0.00001270178,0.0000636008,0.00008084719,0.002746017],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004931053,"threshold_uncertainty_score":0.01649606,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009087585824189656,"score_gpt":0.2131441485984732,"score_spread":0.2040565627742836,"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."}}