{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004159284,0.0004302717,0.00046159,0.00119252,0.0005344386,0.001108372,0.0007925776,0.0005560056,0.008903407],"category_scores_gemma":[0.02350168,0.0003181609,0.0004380957,0.001873561,0.0009856537,0.001111194,0.0004961915,0.0006933045,0.002175134],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001467329,"about_ca_system_score_gemma":0.001340381,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02832991,"about_ca_topic_score_gemma":0.0365844,"domain_scores_codex":[0.9991135,0.0003605447,0.00003344983,0.0001345991,0.0003067675,0.00005110827],"domain_scores_gemma":[0.9942607,0.002890475,0.0003178276,0.0005715319,0.001812462,0.0001469528],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003204122,0.0001140466,0.01232057,0.0004296089,0.0002278142,0.0004730731,0.0007623615,0.02731161,0.003107868,0.134051,0.2224957,0.5983859],"study_design_scores_gemma":[0.0001519934,0.0002000862,0.051245,0.0006269733,0.00012962,0.000519407,0.0006015449,0.3043128,0.01298373,0.2071246,0.4218968,0.0002074663],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.06948765,0.05173031,0.7653687,0.05450376,0.01091816,0.0003462296,0.003204469,0.001271938,0.04316874],"genre_scores_gemma":[0.5433075,0.03353853,0.287905,0.003529546,0.007191013,0.0005936191,0.002854531,0.0008445851,0.1202357],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02832991,"threshold_uncertainty_score":0.05633003,"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."}}