{"entities":{"Q1023630":{"pageid":1025478,"ns":120,"title":"Item:Q1023630","lastrevid":65972067,"modified":"2026-04-12T06:40:22Z","type":"item","id":"Q1023630","labels":{"en":{"language":"en","value":"Volatility forecasting using threshold heteroskedastic models of the intra-day range"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5564683"}},"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":"Q1023630$B5307465-AF95-40C0-B429-DF1D1042DFB3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fbd832a60bf9be7def370f94cae786705163598b","datavalue":{"value":{"text":"Volatility forecasting using threshold heteroskedastic models of the intra-day range","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1023630$47CDF538-91F7-4414-9CA8-4D5C95450495","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1e715fac9b59e8b0d276daa4f69f5e37eb60921d","datavalue":{"value":"1452.62748","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$10E9E5B5-A0FF-4F9E-81DA-E303BB701867","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"79a528e825ac2d7e1bb30f84c4608ccede901672","datavalue":{"value":{"entity-type":"item","numeric-id":647174,"id":"Q647174"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$A4A3CBD1-3F54-4DF8-8402-548F39F7D0F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0e8be6cef08a96eaf9c1c8326dce8f6e116cc71a","datavalue":{"value":{"entity-type":"item","numeric-id":736571,"id":"Q736571"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$A10C978C-0D29-4E9B-ACEA-EE8D3BC9C95B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"dfedd90413404637ab95249e9ded3faf41ce0328","datavalue":{"value":{"entity-type":"item","numeric-id":960344,"id":"Q960344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$E863C456-FB0B-46DA-A78C-114476C8D13F","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":"Q1023630$AF8BEA00-333E-4796-9A8C-14E82A97B009","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"b3403ef34fee6da0c33125a07467ef026715fdaf","datavalue":{"value":{"time":"+2009-06-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1023630$398B9386-0F31-40FB-A319-4E5BAAE30209","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$35C329AF-46F6-4214-8F16-49284B7087BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$66A25B06-E032-4817-AA07-B2C066E9FEB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2ef3c37a0453694c8108248b63c06b23b44dda9","datavalue":{"value":"62-08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$4DB22DA2-A763-456A-B8EE-C416C827E54F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"882974e57d88952700896e6c7c8eb5ca0a2b80ce","datavalue":{"value":"5564683","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$6923DCBC-4D4F-4E2D-B0BF-D60A0B46EBAA","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"10b249d93a24a8105aa84e7ad9e6d0c80781dd7a","datavalue":{"value":"size and sign asymmetry","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$089E3028-CA5B-46C9-9A25-F6B18ABE0150","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d83be7cc26401a3661a5a82689d98aeb1b286175","datavalue":{"value":"volatility model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$F7F72078-E8C3-4D66-BEF9-7E1ABD02CBB2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"69cedde2d87d531815e655331a7210a2559d832d","datavalue":{"value":"conditional autoregressive range (CARR) model","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$B20A30E6-F24C-43F5-ACEB-B03EEC9042E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a8d346745d9fcbef47ad588bbf88cfe3a3d3944","datavalue":{"value":"threshold variable","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$8E4ED43D-6577-4FA7-A0B8-AFC5B53911DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3e1a80b78f812036edd857c18bb6de1a5520608b","datavalue":{"value":"Bayes inference","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$D8168060-9851-4742-8D46-FBAB5684EF24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8dab45d69d1e2a8f0e9336d6c5f63eea807bf69e","datavalue":{"value":"MCMC methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q1023630$0A17B241-1BE0-4C32-8151-8E51E33F9692","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"8df2cade913d80e864fcc018ca7b5b7bc9161578","datavalue":{"value":{"entity-type":"item","numeric-id":23075,"id":"Q23075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$736932DA-3E3C-4227-AD6B-6190D639F8BD","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$FC14113C-1604-4C60-A43B-797983C15BF1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d1925728024daca3fba4d6ef673a3ef4c3703919","datavalue":{"value":"https://doi.org/10.1016/j.csda.2007.08.002","type":"string"},"datatype":"url"},"type":"statement","id":"Q1023630$514F82CB-7640-4972-A1F0-FB13D71FD6DA","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7e9c1c8ae21d07b900874638718a0024ee72fea6","datavalue":{"value":"W1985831857","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$282FC02D-AB13-447F-A320-AC67755B4CF9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$B8CBC9D6-56CF-42EC-AE08-FFBC201955B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"30e932eb06cbde3e28c07934bb7a5cc174633be0","datavalue":{"value":{"entity-type":"item","numeric-id":959303,"id":"Q959303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$E072D23A-F704-4438-8BB8-35ADB6AA724E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eea838d07e2e4083a612336bbb71ea8e76318e4c","datavalue":{"value":{"entity-type":"item","numeric-id":4320766,"id":"Q4320766"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$9FB5D6CE-3E97-495E-B1D0-CC9A816FDBCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bedb5fe712d859ee091f94cebcd4fd5a2bfb0351","datavalue":{"value":{"entity-type":"item","numeric-id":4854212,"id":"Q4854212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$4B5CC2E6-8967-4DD5-96A3-BEA173FF70F5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d9f66861f515af830a792e9950d3099b4308d96a","datavalue":{"value":{"entity-type":"item","numeric-id":5438584,"id":"Q5438584"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$DEB4F67F-FF48-4200-862C-AC872C9D810A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6fdd0753eb3bb33df6665c7c521500b476e07b30","datavalue":{"value":{"entity-type":"item","numeric-id":1010561,"id":"Q1010561"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$4282B53B-FE90-4F40-A84C-C82BF605BDFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9f4340be3f1308b653bfdb44538c46a9df157ddc","datavalue":{"value":{"entity-type":"item","numeric-id":3571969,"id":"Q3571969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$4D4DB145-FD75-45D3-9376-D1EC2039095E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9e687b6f34d7bce71d4f107e1a5346b631b2f3ae","datavalue":{"value":{"entity-type":"item","numeric-id":1010563,"id":"Q1010563"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$9D1D6D22-84B0-4716-B949-7BAF548EF274","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":"Q1023630$0843FD0B-D89C-45A5-B3B2-A51541EC761E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5bc135b806b9889f254921732b162d5fade9daad","datavalue":{"value":{"entity-type":"item","numeric-id":4530924,"id":"Q4530924"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$F6783759-82D0-4494-8808-2F4AC31F5C1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"741e30ceb0a83e043199aa0c9fefa3fb42ab37d6","datavalue":{"value":{"entity-type":"item","numeric-id":5624533,"id":"Q5624533"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$FFC7C521-A573-4C61-BF26-A42309AE5B3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"672b7c767d322e7abf654e0a6ad5e1961e56023b","datavalue":{"value":{"entity-type":"item","numeric-id":5218675,"id":"Q5218675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$3D071806-02A5-4FB9-BB8A-2AC4AB2BFCE5","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":"Q1023630$9B08B99E-4A33-4D23-8A0A-C4946C6457E5","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":"Q1023630$117DE66F-5DB3-46F5-ABB1-E4FE17D1FADD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"58c9443b6428538725c14da1cf6d5d9b275c95d3","datavalue":{"value":{"entity-type":"item","numeric-id":1896235,"id":"Q1896235"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$3E11074E-F955-4754-BE97-8F2BFE3D78C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f21cf02ff962b3e15a5219dc0395eebe9f13ec5","datavalue":{"value":{"entity-type":"item","numeric-id":5706503,"id":"Q5706503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1023630$6DD81D78-8C64-4C4C-8082-7C3683C716AC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c7efd8554d2ddd1e0c60184a782a0996426e8ec5","datavalue":{"value":"10.1016/J.CSDA.2007.08.002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1023630$9020F035-6AFC-4D80-854F-F7BE5E545DB9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"56b79bd7f734f434a00031552f57424602bfac4c","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"eee7e4933fa65270336c3378646fdec4c6138269","datavalue":{"value":{"amount":"+0.7690851092338562","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":"Q1023630$11D7880B-27EA-42B1-B9CF-E2B23400D4E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"94965d39bd77be82b9b549b887cc185a8a61d4a3","datavalue":{"value":{"entity-type":"item","numeric-id":5870241,"id":"Q5870241"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7a3bd74df65c8ffb6acc317b069881390d61bb46","datavalue":{"value":{"amount":"+0.7648025751113892","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1023630$AE0A7C97-746A-40A6-AD4D-9CA08601E572","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3d41e2c6d0d9fb719c81fd1b52c71aff78b3ea79","datavalue":{"value":{"entity-type":"item","numeric-id":292000,"id":"Q292000"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"91b8a65e0ba2d78505261de8198fd32feab0aa6d","datavalue":{"value":{"amount":"+0.7637593150138855","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":"Q1023630$110476C0-7485-4A89-ADAF-E3C663DA0F08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c5a9c7c9e77b2931bbfe8f4c08302526cb23983","datavalue":{"value":{"entity-type":"item","numeric-id":737275,"id":"Q737275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"508bfca3d587c1e00b9ebe0c2cdf3d0c9dabd18a","datavalue":{"value":{"amount":"+0.7536206841468811","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":"Q1023630$5DF37204-D65D-4594-A961-6C8E57A040A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dc47791db984d364936bb4a8fd78bcbd389a0a07","datavalue":{"value":{"entity-type":"item","numeric-id":3573007,"id":"Q3573007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bb36076f7cafee690a16d43e5f00a77f22e87990","datavalue":{"value":{"amount":"+0.7524795532226562","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":"Q1023630$648C1F23-DEDE-4411-A1FB-99943A5B9289","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Volatility forecasting using threshold heteroskedastic models of the intra-day range","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Volatility_forecasting_using_threshold_heteroskedastic_models_of_the_intra-day_range"}}}}}