{"id":"W7100970776","doi":"","title":"Bootstrapping realized multivariate volatility measures,” manuscript, Université de Montréal","year":2007,"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":"Bootstrapping (finance); Heteroscedasticity; Monte Carlo method; Multivariate statistics; Asymptotic analysis; Edgeworth series; Inference; Regression; Statistical inference","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":[0.001755881,0.0001649863,0.0003319395,0.0001731779,0.0002789729,0.00002875088,0.0001865198,0.0001646944,0.0002477542],"category_scores_gemma":[0.0001534696,0.000198206,0.0001520786,0.0001947582,0.00003885948,0.0001885316,0.00008630971,0.0001791088,0.0001211784],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005529458,"about_ca_system_score_gemma":0.00002187162,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02860834,"about_ca_topic_score_gemma":0.006103744,"domain_scores_codex":[0.9983997,0.00001619537,0.0006031513,0.0004239393,0.00005240332,0.0005045619],"domain_scores_gemma":[0.9992186,0.0000571157,0.0001828644,0.0003397077,0.00004561138,0.0001561156],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009085708,0.0002803901,0.6709086,0.00005848727,0.0001433562,0.00006700986,0.004593681,0.000824441,0.001938301,0.303245,0.002875734,0.0141564],"study_design_scores_gemma":[0.00182479,0.00005180877,0.6074514,0.00001793946,0.00001373207,0.000007538483,0.0002677492,0.2158309,0.0008393194,0.03869066,0.1344573,0.0005468099],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5311919,0.001178972,0.4074621,0.0001896174,0.0001692524,0.0001501641,0.00003868103,0.0001038931,0.05951536],"genre_scores_gemma":[0.992817,0.0001243391,0.003242948,0.0001540098,0.00006709282,0.000001890156,0.000009239081,0.00001821625,0.003565196],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4616252,"threshold_uncertainty_score":0.9778603,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04496298223087674,"score_gpt":0.218484984418885,"score_spread":0.1735220021880083,"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."}}