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Record W4252137584 · doi:10.1016/s0731-9053(05)20036-1

List of Contributors

2005· book-chapter· en· W4252137584 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueAdvances in econometrics · 2005
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsWilfrid Laurier University
Fundersnot available
KeywordsEconometricsStochastic volatilityPredictabilityRealized varianceFinancial econometricsVolatility (finance)EconomicsComputer scienceFinanceStatisticsMathematicsFinancial market

Abstract

fetched live from OpenAlex

Citation (2006), "List of Contributors", Fomby, T.B. and Terrell, D. (Ed.) Econometric Analysis of Financial and Economic Time Series (Advances in Econometrics, Vol. 20 Part 2), Emerald Group Publishing Limited, Bingley, pp. xi-xii. https://doi.org/10.1016/S0731-9053(05)20036-1 Publisher: Emerald Group Publishing Limited Copyright © 2006, Emerald Group Publishing Limited Book Chapters Contents Dedication List of Contributors Introduction Good Ideas The Creativity Process Realized Beta: Persistence and Predictability Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison Flexible Seasonal Time Series Models Estimation of Long-Memory Time Series Models: a Survey of Different Likelihood-Based Methods Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting Overlaying Time Scales in Financial Volatility Data Evaluating the ‘Fed Model’ of Stock Price Valuation: An out-of-sample forecasting perspective Structural Change as an Alternative to Long Memory in Financial Time Series Time Series Mean Level and Stochastic Volatility Modeling by Smooth Transition Autoregressions: A BAYESIAN Approach Estimating Taylor-Type Rules: An Unbalanced Regression? Bayesian Inference on Mixture-of-Experts for Estimation of Stochastic Volatility A MODERN TIME SERIES ASSESSMENT OF “A STATISTICAL MODEL FOR SUNSPOT ACTIVITY” BY C. W. J. GRANGER (1957) Personal Comments on Yoon's Discussion of My 1957 Paper A New Class of Tail-dependent Time-Series Models and Its Applications in Financial Time Series

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.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.896
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0020.000
Bibliometrics0.0030.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0070.001

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 head0.027
GPT teacher head0.215
Teacher spread0.188 · 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