MétaCan
Menu
Back to cohort
Record W2092567227 · doi:10.1080/09603100802360032

Extreme dependence in the NASDAQ and S&P 500 composite indexes

2008· article· en· W2092567227 on OpenAlexaff
John W. Galbraith, Serguei Zernov

Bibliographic record

VenueApplied Financial Economics · 2008
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsMcGill University
Fundersnot available
KeywordsExtreme value theoryAutoregressive conditional heteroskedasticityEconometricsEquity (law)EconomicsMoment (physics)Tail dependenceVolatility clusteringStatisticsMathematicsPhysicsVolatility (finance)

Abstract

fetched live from OpenAlex

Dependence among large observations in equity markets is usually examined using second-moment models such as those from the GARCH or SV classes. Such models treat the entire set of returns, and tend to produce similar estimates on different major equity markets, with a sum of estimated GARCH parameters, for example, slightly below one. Using dependence measures from extreme value theory, however, it is possible to characterize dependence among only the largest (or largest negative) financial returns; these alternative characterizations of clustering have important applications in risk management. In this article we compare the NASDAQ and S&P in this way, and implement tests which can be used for the null hypothesis of the same degree of extreme dependence. Although GARCH-type characterizations of second-moment dependence in the two markets produce similar results, the same is not true in the extremes: we find significantly more extreme dependence in the NASDAQ returns. More generally, the study of extreme dependence may reveal contrasts which are obscured when examining the conditional second moment.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.005
metaresearch head score (Gemma)0.041
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.005
Threshold uncertainty score0.026

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.041
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0040.004
Science and technology studies0.0000.001
Scholarly communication0.0020.003
Open science0.0010.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.067
GPT teacher head0.211
Teacher spread0.144 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations9
Published2008
Admission routes1
Has abstractyes

Explore more

Same venueApplied Financial EconomicsSame topicFinancial Risk and Volatility ModelingFrench-language works237,207