{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0004806932,0.0004564498,0.0008798705,0.0005485843,0.0004657868,0.00006151803,0.00072184,0.0002314498,0.001652267],"category_scores_gemma":[0.0002114861,0.0006250077,0.0001801826,0.0002433445,0.0001697212,0.0002217581,0.0009141327,0.0006301544,0.000003921587],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004991731,"about_ca_system_score_gemma":0.0004618241,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.6273543,"about_ca_topic_score_gemma":0.4841703,"domain_scores_codex":[0.9976287,0.0001458336,0.00039212,0.00118406,0.0001413867,0.0005078653],"domain_scores_gemma":[0.9976796,0.0007750033,0.00049032,0.0007481158,0.00004483481,0.0002621169],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.006122526,0.0007893721,0.3031947,0.002629087,0.004080644,0.0007848543,0.0256083,0.001283374,0.0001029497,0.3859345,0.2569574,0.01251234],"study_design_scores_gemma":[0.001413962,0.0001610991,0.008475527,0.000360551,0.0001223179,0.000006491527,0.001209644,0.1133319,7.460065e-7,0.01937337,0.8544297,0.001114711],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.3517422,0.03685985,0.01725004,0.001059668,0.001117898,0.003623568,0.04352618,0.0002984854,0.5445221],"genre_scores_gemma":[0.2676837,0.03097759,0.01217938,0.000283368,0.0003455973,0.00003035927,0.001182192,0.0006089532,0.6867089],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.5974724,"threshold_uncertainty_score":0.9996201,"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."}}