{"id":"W7095961247","doi":"","title":"Dynamics of Realized Volatility and Correlations: An Empirical Study Using Interest Rate Spread Options","year":2001,"lang":"en","type":"article","venue":"","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Realized variance; Autoregressive conditional heteroskedasticity; Series (stratigraphy); Volatility (finance); Nonlinear system; Context (archaeology); Absolute return; Time series; Empirical research","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":[0.001369764,0.0002507425,0.0001983682,0.0009912697,0.000542215,0.0007963781,0.0006127756,0.0004546911,0.006239488],"category_scores_gemma":[0.007194036,0.0001634067,0.0002216299,0.002247375,0.0003150783,0.0006817741,0.0002113335,0.0006094862,0.0005849152],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003527518,"about_ca_system_score_gemma":0.001695731,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.618049,"about_ca_topic_score_gemma":0.5797371,"domain_scores_codex":[0.9996974,0.0001030359,0.0000110231,0.00003605523,0.0001258624,0.00002671223],"domain_scores_gemma":[0.9945697,0.003379807,0.0004392245,0.0003410378,0.001055278,0.000214818],"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":[0.000537441,0.000682986,0.7535584,0.0002091687,0.0002626884,0.002241938,0.002177452,0.06438556,0.002278925,0.01990904,0.02674964,0.1270069],"study_design_scores_gemma":[0.00003514262,0.0001178427,0.7992215,0.00008402762,0.00003556128,0.0002844326,0.0007613557,0.1831523,0.000697314,0.002402341,0.0131359,0.00007228107],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9861649,0.001251573,0.002575581,0.0008866008,0.00001783589,0.00003192358,0.002516674,0.00006723622,0.006487618],"genre_scores_gemma":[0.9916762,0.0006195806,0.001146828,0.0000339835,0.000009604557,0.00001313656,0.001488446,0.00001640059,0.004995842],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.618049,"threshold_uncertainty_score":0.7684008,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1444296295801521,"score_gpt":0.3381170840302035,"score_spread":0.1936874544500514,"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."}}