{"id":"W7053568751","doi":"","title":"Volatility custering, risk-return relationship, and asymmetric adjustment in the Canadian housing market","year":2014,"lang":"en","type":"article","venue":"CentAUR (University of Reading)","topic":"Magneto-Optical Properties and Applications","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Autoregressive model; Volatility swap; Portfolio; Stock (firearms); Forward volatility; Heteroscedasticity; Volatility clustering; House price; Leverage effect","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":[],"consensus_categories":[],"category_scores_codex":[0.0002624365,0.00006523147,0.00008734877,0.0001258895,0.0001926148,0.00001626944,0.0001228797,0.00005437235,0.00006804958],"category_scores_gemma":[0.00004190873,0.00006372515,0.00002342054,0.0002426496,0.00006060658,0.0000801363,0.00002536404,0.0001597565,0.000004995383],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001189158,"about_ca_system_score_gemma":0.00001184461,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.03489686,"about_ca_topic_score_gemma":0.08871707,"domain_scores_codex":[0.9995524,0.00004701056,0.00007140434,0.0001035967,0.00007565865,0.0001498892],"domain_scores_gemma":[0.9996153,0.00009498835,0.00002565912,0.0001632067,0.00001500555,0.00008590332],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00003783458,0.00008717435,0.7713774,0.0003706434,0.00006592971,0.000007145556,0.007480006,0.001934791,0.0001036345,0.01829963,0.01276224,0.1874736],"study_design_scores_gemma":[0.0002421103,0.00002049852,0.7225431,0.00002254578,0.00003231068,0.000001428186,0.001116122,0.2474333,0.000005589777,0.0003206105,0.02814813,0.0001142867],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9340132,0.0001465473,0.002169121,0.0003216565,0.00005069594,0.0001897655,0.00001371398,0.00003663624,0.06305863],"genre_scores_gemma":[0.9990349,0.00005196299,0.0006563521,0.00002043308,0.00001304504,3.508847e-7,0.000004607427,0.00000535782,0.0002129627],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2454985,"threshold_uncertainty_score":0.9715298,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008596750679078316,"score_gpt":0.1663245910409091,"score_spread":0.1577278403618308,"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."}}