{"id":"W4392338471","doi":"10.1016/j.jeca.2024.e00357","title":"Forecasting downside and upside realized volatility: The role of asymmetric information","year":2024,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"","funders":"Japan Society for the Promotion of Science","keywords":"Downside risk; Semivariance; Economics; Volatility (finance); Econometrics; Investment strategy; Financial economics; Bond; Monetary economics; Market liquidity; Finance; Statistics; Mathematics","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":[0.002805367,0.0004952694,0.0009380539,0.001260389,0.0003313569,0.002848834,0.0005733496,0.001243504,0.001179143],"category_scores_gemma":[0.02609068,0.0005478327,0.0004708581,0.0006807762,0.0004049637,0.004041446,0.0008259731,0.001433091,0.0002104695],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005312304,"about_ca_system_score_gemma":0.0005517856,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003155258,"about_ca_topic_score_gemma":0.002832281,"domain_scores_codex":[0.9994016,0.0001705095,0.00006018445,0.0001148561,0.000148515,0.0001043722],"domain_scores_gemma":[0.9863566,0.01021691,0.001718594,0.0004867713,0.0008749979,0.000346007],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.002172938,0.0005021847,0.4253511,0.0001506781,0.0005779788,0.0008538117,0.0004978373,0.3648877,0.01111606,0.03458989,0.003451625,0.1558483],"study_design_scores_gemma":[0.00002474937,0.00004959138,0.03893953,0.0000252548,0.00005128634,0.00009532316,0.00009842203,0.9446688,0.001434376,0.01432646,0.0002553579,0.00003077708],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9774873,0.0004672968,0.01890981,0.0005406241,0.00005949177,0.00001227765,0.0001529455,0.00003242084,0.002337822],"genre_scores_gemma":[0.9987115,0.0001230584,0.0008644218,0.00001700407,0.00004514338,0.000002041702,0.00006110312,0.000007520684,0.0001682343],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003155258,"threshold_uncertainty_score":0.01483637,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01868446629556466,"score_gpt":0.2162454219239295,"score_spread":0.1975609556283648,"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."}}