{"entities":{"Q1010573":{"pageid":1012421,"ns":120,"title":"Item:Q1010573","lastrevid":66593196,"modified":"2026-04-12T11:09:45Z","type":"item","id":"Q1010573","labels":{"en":{"language":"en","value":"Accurate value-at-risk forecasting based on the normal-GARCH model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5540560"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$88FA7663-28F7-41F3-9EC1-FD22638F991A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c9f2f9bda35f6d6c061033898cb88d72dea2f939","datavalue":{"value":{"text":"Accurate value-at-risk forecasting based on the normal-GARCH model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1010573$1C720421-C16D-4C92-BB4D-4A26DC627DCB","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"71f6a2f41e51e70d04d69aaafc8c8d4b90ef1fe1","datavalue":{"value":"1157.62504","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$A262F604-91E9-4C62-B740-915F750ECD98","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"49a86bc63fa1cb7a7f1548b497102588115d3bd4","datavalue":{"value":{"entity-type":"item","numeric-id":1010572,"id":"Q1010572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$0F837D8E-9509-44A2-A5E6-BD37843DF89B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3ff072b6cf08cceeb5d7a891f2ce5b2e3777ae36","datavalue":{"value":{"entity-type":"item","numeric-id":803699,"id":"Q803699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$0622F3CD-B908-425F-BBDB-9EF409E66A70","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"76d5831903b12030e452b20e48352d8ec6aa55c0","datavalue":{"value":{"entity-type":"item","numeric-id":451223,"id":"Q451223"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$A948281D-25AA-4B91-A0A4-EE3ECDA31D66","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a3fc06e9fbf322a9f6c41af825f926da65974fb3","datavalue":{"value":{"entity-type":"item","numeric-id":196900,"id":"Q196900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$A6D53065-8591-40CD-BBF7-C21CB546C071","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"dc7679960ec87a0bb3bff53ee3288382f7330bbe","datavalue":{"value":{"time":"+2009-04-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1010573$524A580D-1DB6-4D6E-B509-090C8AC20331","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$B6BC91FF-0D3F-42A5-9BED-051DA0FBDC19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"d2fddfac75d3c842ccfc07bfbcdd6eb693ad8b02","datavalue":{"value":"62G09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$37E5D3BD-EA26-4FD3-AF64-AA223F2B0861","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$6C7FEEC6-AD87-46CA-BC82-F439021CC005","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e54dfc2ecddf296ea542bd5ed5f10672d6b15158","datavalue":{"value":"91B30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$A1A92BB9-874F-4CC9-8FE8-5A24D945A73F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$0268B50A-EE06-4632-AB2A-C97D56888D8A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"3ece9bd38f4c7ed7ccca4bae81b51eca5c3ac5b0","datavalue":{"value":"5540560","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$3FDE6BB6-4EF8-4B6A-9C44-1D3B9D5643DA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"252bba28b8f86b793d6eb3a5f06e9ad623ca5a57","datavalue":{"value":"bootstrap","type":"string"},"datatype":"string"},"type":"statement","id":"Q1010573$BEBC22A3-FB40-48B9-9592-A6E91B09FCA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1010573$72238FB9-3DA4-4CDE-851F-2B65245F9C92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c47bacaff190e8fe82754d0c88d749d0459e25ae","datavalue":{"value":"value at risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q1010573$465862AA-2DBA-4499-AC39-6BB0B9DB804B","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"d1cb83cb338a24a270748d8b7a28f784682f7aeb","datavalue":{"value":{"entity-type":"item","numeric-id":37154,"id":"Q37154"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$0AC1C845-3831-42F1-A3DC-78B5993ADA81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$B3DAB2B0-201D-4994-862F-59783C823B33","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$DC2A54D0-6E5E-447B-A51B-8ECBBC118D1F","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d73721211b499d0f731bae494b56b78035aa5d46","datavalue":{"value":"https://doi.org/10.1016/j.csda.2006.09.017","type":"string"},"datatype":"url"},"type":"statement","id":"Q1010573$EBDF64CE-CAAA-4D34-B1F8-07BDC71F76BB","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"31ea125626a704c4d88880f9efd62e93890211f5","datavalue":{"value":"W2087210695","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$9AB8C344-8D5C-4F8E-A9EE-50B195C3BE18","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"66f58a14f3eab8479af3b7cc352c4c5652b71ade","datavalue":{"value":{"entity-type":"item","numeric-id":959389,"id":"Q959389"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$E1668428-0B9F-4343-9AD3-F41AB6D16828","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$5139E3BA-0C24-4C21-8250-0FCCD4C4805D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9b556bd676d2c27f32cfe139591aa3f9fa864ed","datavalue":{"value":{"entity-type":"item","numeric-id":5388117,"id":"Q5388117"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$5E18B802-B7A9-48A2-B258-A150791D957C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$6382F975-BA11-4DF1-AEF7-49B7492AC3A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df9920825d8d5cdd90af910823fb50007c2abe82","datavalue":{"value":{"entity-type":"item","numeric-id":3126232,"id":"Q3126232"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$26D4F0D4-C79B-43CD-ACE8-E6BFA7D13314","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c27d35e64d82d0f11198c6ff6e84d3d9534ecb38","datavalue":{"value":{"entity-type":"item","numeric-id":1355665,"id":"Q1355665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$D6FB220C-99B8-4307-9024-0CB99388E96A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"16527db5b40c13ec2018ef36b3b938fc4132456a","datavalue":{"value":{"entity-type":"item","numeric-id":4807316,"id":"Q4807316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$2C1B25A1-4650-4826-AC81-A4C62F8C52F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fdd90a38c7ef9673b21474d221ddc5aa823090f0","datavalue":{"value":{"entity-type":"item","numeric-id":4439303,"id":"Q4439303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$BCF38540-A771-4975-8168-774A86491156","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"535c6ea123cc861d727cde28a0282144354defa7","datavalue":{"value":{"entity-type":"item","numeric-id":1858909,"id":"Q1858909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$0357CBE8-17EA-44BE-8B5F-EF12F9FB58B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$65BB46AC-7BC9-4B22-AD28-EFB930E469AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6568d18041b408aa2186eaab7878dd12ae0d23ce","datavalue":{"value":{"entity-type":"item","numeric-id":1600528,"id":"Q1600528"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$C5E1465A-950C-44AD-9434-EF896F62BF72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"41b07ac13880632d4f4ca41adfe9e4cc5108e34b","datavalue":{"value":{"entity-type":"item","numeric-id":959315,"id":"Q959315"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$62D6467D-0655-4718-A80E-1E94ADB45A88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df2421118db2603154fbc258a569df06436ad681","datavalue":{"value":{"entity-type":"item","numeric-id":2709279,"id":"Q2709279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$E633DAE2-A9EA-4630-9126-9EB1D67B7712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"af03bfa1a32e52d9cf93b4c2b0e855c2a4121afa","datavalue":{"value":{"entity-type":"item","numeric-id":4883973,"id":"Q4883973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1010573$DA460F73-4D53-4C94-90B1-7D4AED7488AD","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"84e9f7f30c43cd5587b9ca11222a9848d3e874e4","datavalue":{"value":"10.1016/J.CSDA.2006.09.017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1010573$03F95222-B3C5-41AF-85B9-A0D0AEB448C8","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fdd9145b0b20c9d5a0f36c12df4b72e65d53fe8d","datavalue":{"value":{"entity-type":"item","numeric-id":2485471,"id":"Q2485471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9795c037dcfb52898dc2e36c810a82d40ac790a3","datavalue":{"value":{"amount":"+0.7954531908035278","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1010573$B2A03C3B-8F9E-40F2-92F4-65A468DEED73","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d7d119ed0b05a64d98c5f8c5b79cb84256826f68","datavalue":{"value":{"entity-type":"item","numeric-id":4914961,"id":"Q4914961"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"12814d15449c16566bf4653d78e46ffdad0256cc","datavalue":{"value":{"amount":"+0.7913388013839722","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1010573$39F372C0-5026-454F-840E-B734ACC1E19C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c7311902c2c91e9b50f0dc6158e4fc8df15f0be6","datavalue":{"value":{"entity-type":"item","numeric-id":3065537,"id":"Q3065537"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"778b95748eb8cdbbab4c075d13cd8ac978a8ef4a","datavalue":{"value":{"amount":"+0.7674974203109741","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1010573$F618A035-1EAC-4B62-A9BF-30E42E9EE4AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"102aa62cef2b29997c3a027f68915787c18afe25","datavalue":{"value":{"entity-type":"item","numeric-id":5226705,"id":"Q5226705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"47d95cf7a703d3bb0a8689dd39200b86a2fb2fd5","datavalue":{"value":{"amount":"+0.7646468877792358","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1010573$839F1C34-E4F3-47A5-96F9-AAA4BF61A63A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b71136f80136ef10abcf3563d5677e7df76aa4ed","datavalue":{"value":{"entity-type":"item","numeric-id":4687339,"id":"Q4687339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f2cfeadefa637b88bb68e44dd3374ba568f582a3","datavalue":{"value":{"amount":"+0.7618423104286194","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1010573$B7EA3CFE-457C-4FF9-B6EF-26139BF9A0CD","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Accurate value-at-risk forecasting based on the normal-GARCH model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Accurate_value-at-risk_forecasting_based_on_the_normal-GARCH_model"}}}}}