MétaCan
Menu
Back to cohort
Record W4402370553 · doi:10.3390/jrfm17090401

Analyzing the Selective Stock Price Index Using Fractionally Integrated and Heteroskedastic Models

2024· article· en· W4402370553 on OpenAlexvenueno aff
Javier E. Contreras‐Reyes, Joaquín E. Zavala, Byron J. Idrovo-Aguirre

Bibliographic record

VenueJournal of risk and financial management · 2024
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsnot available
Fundersnot available
KeywordsAutoregressive fractionally integrated moving averageVolatility (finance)Autoregressive conditional heteroskedasticityEconomicsEconometricsHeteroscedasticityStock market indexStock (firearms)Stock marketAutoregressive modelForward volatilityFinancial economicsImplied volatilityLong memoryEngineering

Abstract

fetched live from OpenAlex

Stock market indices are important tools to measure and compare stock market performance. The Selective Stock Price (SSP) index reflects fluctuations in a set value of financial instruments of Santiago de Chile’s stock exchange. Stock indices also reflect volatility linked to high uncertainty or potential investment risk. However, economic shocks are altering volatility. Evidence of long memory in SSP time series also exists, which implies long-term persistence. In this paper, we studied the volatility of SSP time series from January 2010 to September 2023 using fractionally heteroskedastic models. We considered the Autoregressive Fractionally Integrated Moving Average (ARFIMA) process with Generalized Autoregressive Conditional Heteroskedasticity (GARCH) innovations—the ARFIMA-GARCH model—for SSP log returns, and the fractionally integrated GARCH, or FIGARCH model, was compared with a classical GARCH one. The results show that the ARFIMA-GARCH model performs best in terms of volatility fit and predictive quality. This model allows us to obtain a better understanding of the observed volatility and its behavior, which contributes to more effective investment risk management in the stock market. Moreover, the proposed model detects the influence volatility increments of the SSP index linked to external factors that impact the economic outlook, such as China’s economic slowdown in 2012 and the subprime crisis in 2008.

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 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 categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.618
Threshold uncertainty score0.490

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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 head0.026
GPT teacher head0.237
Teacher spread0.211 · 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 teacher head, 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

Citations4
Published2024
Admission routes1
Has abstractyes

Explore more

Same venueJournal of risk and financial managementSame topicFinancial Risk and Volatility ModelingFrench-language works237,207