{"id":"W621526315","doi":"10.1007/978-3-7908-2660-9_7","title":"Asset Returns Given Stochastic Volatility of the Information Process","year":2004,"lang":"en","type":"book-chapter","venue":"ZEW economic studies","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Volatility (finance); Stochastic volatility; Econometrics; Economics; Capital asset pricing model; Financial economics","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":[0.003335994,0.0008017642,0.000951231,0.001258937,0.0003550463,0.002910483,0.001186237,0.002322182,0.005910999],"category_scores_gemma":[0.02081431,0.0006145955,0.0008725854,0.001051818,0.002054903,0.006113008,0.001127635,0.002199365,0.000927982],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001395996,"about_ca_system_score_gemma":0.0008185394,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002385698,"about_ca_topic_score_gemma":0.001074675,"domain_scores_codex":[0.9989324,0.0003112236,0.00005511054,0.0002158286,0.0003014489,0.0001839491],"domain_scores_gemma":[0.9916252,0.005767499,0.001070353,0.0006243955,0.0005846313,0.0003277496],"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":[0.00009637567,0.0000284704,0.002448671,0.0001104358,0.00005933265,0.0005745425,0.0001874511,0.1158608,0.001484632,0.8668789,0.002038002,0.01023236],"study_design_scores_gemma":[0.00002954506,0.00004540063,0.003255389,0.00003544542,0.00002802429,0.000318827,0.00004453363,0.2932692,0.0007178038,0.7009373,0.001276511,0.00004190615],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4563782,0.003264894,0.4618475,0.008037532,0.0003914017,0.0001055647,0.001541079,0.0007861907,0.0676477],"genre_scores_gemma":[0.968472,0.002609673,0.01082747,0.0002103773,0.0005057522,0.00005747382,0.000446076,0.0001155608,0.01675563],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005910999,"threshold_uncertainty_score":0.01977426,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04001257137657407,"score_gpt":0.235695354967228,"score_spread":0.1956827835906539,"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."}}