{"entities":{"Q1039975":{"pageid":1041823,"ns":120,"title":"Item:Q1039975","lastrevid":66606846,"modified":"2026-04-12T11:15:24Z","type":"item","id":"Q1039975","labels":{"en":{"language":"en","value":"Modelling asymmetric volatility dynamics by multivariate BL-GARCH models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5637264"}},"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":"Q1039975$C84BE6A5-14D6-4B8D-B343-96C56AEB63F6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"849b891051b6699c37b56dcf0e5e90a3329539f4","datavalue":{"value":{"text":"Modelling asymmetric volatility dynamics by multivariate BL-GARCH models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1039975$F458105E-BF77-402C-BBFD-949806DF1185","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"248f3dbc94b608329e9851c54e44887dbcc4a4ef","datavalue":{"value":"1184.62157","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$5A17E03F-750D-4DCB-8C30-2186A7FC95F2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c0f5703e0c1ae1f807fbc77fc51570f4e9fd161b","datavalue":{"value":{"entity-type":"item","numeric-id":1023634,"id":"Q1023634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$764EE0F9-2265-49FD-9B7A-7190417C8BCD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5717bd44a0213fd25ea359e28d78375f029719bf","datavalue":{"value":{"entity-type":"item","numeric-id":257384,"id":"Q257384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$A5815DF9-5BC4-4319-BBB3-16E773D5179D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"207cc819f2c1c2e9f32725ea6312fe2f99e880f4","datavalue":{"value":{"time":"+2009-11-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1039975$3E828F67-1996-4B04-B97F-E4D991C80740","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$C58875E5-804C-4F34-8AC3-89CD1263013D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$99E99C64-A2AB-4F08-8BAD-2FEFA26F8F13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$9206C419-F326-463B-A8FD-6AABA3C97273","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"dd617f9d0fec58a219ee24586cc73ce6577bed23","datavalue":{"value":"65C60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$095DE4B2-00F9-47E1-ABCF-6EF841BE287A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5a4dbf529fe501a8125be9da861e7c4a1450806a","datavalue":{"value":"62F35","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$E2965346-9E29-4F31-B1BD-047ADACDC90A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fe831c8196eb80c102cbd850f41aaefcf3139437","datavalue":{"value":"5637264","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$E41E25E0-F950-40BC-9E56-FFE4471DA949","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$360B6AB2-046C-48D6-A8F9-7D2BDF2A2050","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c1a6277b49069948d992f5ff4c84b71b8a62b0cb","datavalue":{"value":"asymmetry","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$05D4DF52-8BE3-4526-89A3-070FD647D4E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3100195dfba25058804854b7af67c44c521e95f6","datavalue":{"value":"conditional correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$AEBA2D0F-C4B3-4A5C-A764-3F14B753B3EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6bd8768bef4e832f96736fc80a17ca4c6f61f40","datavalue":{"value":"EM algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$21241075-08E8-411C-9ADE-C3187D456FC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"399cb4e2991be155877c9c494022b0f975ff3c3b","datavalue":{"value":"robust conditional moment tests","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$701AFA45-0708-4927-A834-8C2CD93EE2AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed412841e0f82f2da04e50624a84b7090ec5a19b","datavalue":{"value":"futures hedging","type":"string"},"datatype":"string"},"type":"statement","id":"Q1039975$D0245D68-CCA9-4DC0-8874-FC5BC0E62D6A","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4f74fbe5839e4ec0e51cb2507bfedf9f964304a1","datavalue":{"value":{"entity-type":"item","numeric-id":13316,"id":"Q13316"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$DF32129F-6496-4348-A7DE-DCB12BFBEAA0","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":"Q1039975$5C0453A0-6D37-4EBC-A1FE-4AD2B0D0CE67","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"858a10063abf5058746c8c54ca354a9af7c2d8e6","datavalue":{"value":"https://doi.org/10.1007/s10260-007-0066-4","type":"string"},"datatype":"url"},"type":"statement","id":"Q1039975$3663D662-6C40-4875-BFF2-E30041BF536E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"f2dbec79399977d369c4a131287705afa553f644","datavalue":{"value":"W2004709621","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$7519CD5F-7B70-4420-BF20-4D2899EA517B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c284aab83fba835610f7308f1ee56dfd8181e8a4","datavalue":{"value":{"entity-type":"item","numeric-id":2477608,"id":"Q2477608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$8238B513-3ED5-42A2-A407-75989ED98129","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1df2fcc32e83c04919c4b70eea5a6b5ef9bae994","datavalue":{"value":{"entity-type":"item","numeric-id":4031295,"id":"Q4031295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$0177629A-6DDF-443C-87B9-F667F9139650","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f07818b634e459fdfbede08defa40c8e8ef26894","datavalue":{"value":{"entity-type":"item","numeric-id":4139463,"id":"Q4139463"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$99B9129C-B9FB-4B20-A8DD-741B166D2602","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6190587d01f48c0de19b0691ab7bbb9d74921199","datavalue":{"value":{"entity-type":"item","numeric-id":61439,"id":"Q61439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$B05C2832-21E8-4D8F-B279-060A68ACAAE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"65bf2a7272972336b9e2e6af745a1a4c73d19f83","datavalue":{"value":{"entity-type":"item","numeric-id":2430220,"id":"Q2430220"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$F6D3A6D9-7A9A-4FFE-8D76-10B9787626D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a7d902cfe1ba9332982d6628ab7564a94544bb51","datavalue":{"value":{"entity-type":"item","numeric-id":5966603,"id":"Q5966603"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$E82E4F53-E773-42FE-BF36-3A33CBA5B000","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df954605c00f4ca9131269649543d9fbee16a551","datavalue":{"value":{"entity-type":"item","numeric-id":1611369,"id":"Q1611369"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$522C5D4B-5FD4-4029-BF92-355B5D3019C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c412b6a889c09ac40c3a9d6358b5e394e013a3b8","datavalue":{"value":{"entity-type":"item","numeric-id":1927501,"id":"Q1927501"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$7EE835FE-76C9-4ABA-B7F8-C64927A5265C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad4d5b788551786f189082afe8e1b6512f18987e","datavalue":{"value":{"entity-type":"item","numeric-id":62650,"id":"Q62650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$E51C2307-A7B6-4F5C-9F6B-344975F375BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb339b2a98b92bb4803537a8868ad50cc570e145","datavalue":{"value":{"entity-type":"item","numeric-id":1766989,"id":"Q1766989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$C1A8E11F-D81D-4D86-8402-A880923CB7CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61ae0c44d8ab8fea196e7ffd95ad5bdfdb8d1912","datavalue":{"value":{"entity-type":"item","numeric-id":1424647,"id":"Q1424647"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$7901E0ED-8338-4E99-9906-E5A4C74AFD5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fcca71d3e7a60aa78605138e265649f551444e12","datavalue":{"value":{"entity-type":"item","numeric-id":790575,"id":"Q790575"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$E8C007DD-6F27-4161-9AC5-E245539D4DC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b858bc5736504f68e40499b29e7928aa44d28b6f","datavalue":{"value":{"entity-type":"item","numeric-id":2277722,"id":"Q2277722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1039975$1E53358E-0B80-4726-A263-CE4B80E461BC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e7392db02e31e02910dc01be2b28c9b54489795a","datavalue":{"value":"10.1007/S10260-007-0066-4","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1039975$CFC24407-93B8-42C2-831A-AAFA7ECACFDA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"439ea5c76298253e32b0951cc3888efb532a5489","datavalue":{"value":{"entity-type":"item","numeric-id":1766989,"id":"Q1766989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03eb0649eac0e57526803b0b22dbfa1d16b9f0b7","datavalue":{"value":{"amount":"+0.8364618420600891","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":"Q1039975$E34BF52B-BF1B-467E-A2F1-F493BEBF00E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dd44e802371a2786ebac0682fd74a7d98e773dc6","datavalue":{"value":{"entity-type":"item","numeric-id":961408,"id":"Q961408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db1681091d57a8f9b9607fc28787009a7087a0c0","datavalue":{"value":{"amount":"+0.7959849238395691","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":"Q1039975$9C4749AF-EDBF-4825-A0FB-B2779E458374","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d48283cfaae9925f8740ad8cb6e99af952764d8a","datavalue":{"value":{"entity-type":"item","numeric-id":2079614,"id":"Q2079614"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4e389e67ceeababd8fb6431cc3dba4b80e8ded0e","datavalue":{"value":{"amount":"+0.7821382880210876","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":"Q1039975$1FBC3A79-4C15-476D-8499-8DB2088C00D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8dfb3c1d14e4d020792210acce684b8229a971d","datavalue":{"value":{"entity-type":"item","numeric-id":3394105,"id":"Q3394105"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f97cb6c7d2385871064684f1ef0252dfb2fe3f6c","datavalue":{"value":{"amount":"+0.7796370983123779","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":"Q1039975$8FCBB633-EAFB-44BD-BDDE-8C869B8E3AAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4999d583c41f5ec77b9115fd3a8b279b3f38d497","datavalue":{"value":{"entity-type":"item","numeric-id":5485115,"id":"Q5485115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1791544b5b343e35a94d45ea768d98663bbe6530","datavalue":{"value":{"amount":"+0.7724039554595947","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":"Q1039975$2157DB9B-2A57-4D3E-B8D6-745E572E2AF6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Modelling asymmetric volatility dynamics by multivariate BL-GARCH models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Modelling_asymmetric_volatility_dynamics_by_multivariate_BL-GARCH_models"}}}}}