{"id":"W7019338469","doi":"","title":"GFH validity for Canada, UK, and Suisse stock markets: Evidence from univariate and panel ARDL models","year":2022,"lang":"en","type":"other","venue":"Munich Personal RePEc Archive (Munich University)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Univariate; Portfolio; Stock market; Stock (firearms); Autoregressive model; Inflation (cosmology); Financial crisis; Monetary policy; Hedge","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.007045557,0.0005945051,0.0007362247,0.001427492,0.001315217,0.003137142,0.001582331,0.0009023452,0.005375519],"category_scores_gemma":[0.03675049,0.0003278755,0.001118637,0.001794396,0.001506391,0.001772964,0.0009640877,0.001680158,0.0006867147],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003879911,"about_ca_system_score_gemma":0.004339289,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.7156768,"about_ca_topic_score_gemma":0.5480375,"domain_scores_codex":[0.9978673,0.00064183,0.0001360213,0.0004800653,0.0005317527,0.0003429932],"domain_scores_gemma":[0.9687458,0.02056936,0.004398925,0.002565337,0.002779111,0.000941566],"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":[0.002266521,0.0003241204,0.7395107,0.0002498401,0.00124368,0.0009512993,0.001125468,0.0961905,0.0006060902,0.04993227,0.02125044,0.08634911],"study_design_scores_gemma":[0.0004072016,0.0002459529,0.3869086,0.000176423,0.0005702173,0.0002619646,0.001917478,0.5623519,0.00116649,0.034646,0.01112824,0.000219593],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9757485,0.001829737,0.006960423,0.002313858,0.00007414244,0.00006362711,0.003577171,0.0002697997,0.009162698],"genre_scores_gemma":[0.9939736,0.0004464644,0.001105612,0.0001100963,0.00003324863,0.00000961387,0.003032367,0.00002632542,0.00126277],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2843232,"threshold_uncertainty_score":0.5719953,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09297196843092705,"score_gpt":0.2110877102759122,"score_spread":0.1181157418449852,"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."}}