{"entities":{"Q1389738":{"pageid":1400478,"ns":120,"title":"Item:Q1389738","lastrevid":70313301,"modified":"2026-04-13T13:55:51Z","type":"item","id":"Q1389738","labels":{"en":{"language":"en","value":"Finite sample properties of the ARCH class of models with stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1170381"}},"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":"Q1389738$E974E8AD-E408-4FD4-874C-F081AAC748EA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1dc4f3d4d23563b37c5bd3d949d28927eadc4c5b","datavalue":{"value":{"text":"Finite sample properties of the ARCH class of models with stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1389738$9268E166-B76D-4037-A723-69BE403E87A3","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"12e9e135614696a431d19c39a758e2daf541104f","datavalue":{"value":"0895.90046","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1389738$477C9B2F-AED3-4625-BB00-6783E534E0EE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2109de7530857a3fb4492eb6509107b360280602","datavalue":{"value":"10.1016/S0165-1765(97)00048-7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1389738$ECAC8523-80A2-4DA0-9092-DAC0CB2EF389","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"13d77d1d8b74cdd19d5e3ff02840cc14eedfa7c7","datavalue":{"value":{"entity-type":"item","numeric-id":1350539,"id":"Q1350539"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$066DAE2F-C372-4E2E-9F29-10B64F5A0186","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"63a07b84aa9c87db98189586ec54a02031e131d5","datavalue":{"value":{"entity-type":"item","numeric-id":110123,"id":"Q110123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$5EDFF674-3402-422E-9C64-34960C25C8CA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"98f219d7d1f0a69180d363f24f243049839e281b","datavalue":{"value":{"time":"+1998-06-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1389738$ADFCD4B6-8179-41F9-AA41-F0B528BA7E75","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"6f8dd48613c31a68784dfc4a3b5fc6723376a69a","datavalue":{"value":"91B82","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1389738$8EFC6319-ACB8-4E9E-8794-30D45132DDE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1389738$96B4526D-F572-4C67-A679-953EBE911278","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"94f4c7b0c3a0898332d5fdba0225c94ebcb43945","datavalue":{"value":"1170381","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1389738$379001F8-2407-423C-8FF1-A9B434C251EF","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1389738$D38DCD79-B422-4FF9-84B5-63258EBA09B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9ed02b3852df3c29b21e447842872a8f512e9115","datavalue":{"value":"autoregressive conditional heteroskedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1389738$187B520C-225A-4AB3-92FB-6A3460037D63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b3972d9a012d68c4eb8485eecfe50c85efb952e0","datavalue":{"value":"Monte Carlo experiment","type":"string"},"datatype":"string"},"type":"statement","id":"Q1389738$BFF9C49B-6AFF-4EB1-8A31-24B88A0EA5D2","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":"Q1389738$F529BC36-9B27-4D1C-A625-9A7402F2FE8E","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":"Q1389738$53746245-E571-4195-88BC-1A726AF9C4E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ae3a55666f8ec92fc2ba0c17ada4482f7d07ef3","datavalue":{"value":{"entity-type":"item","numeric-id":1185104,"id":"Q1185104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$95FE5FA5-DFA0-4AA8-99BA-36F014B3867C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c5147c697895d8d861174bfd1d94c903da5729c","datavalue":{"value":{"entity-type":"item","numeric-id":4883725,"id":"Q4883725"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$F01B8A8D-9DA8-49E1-9C0B-7318CCEDC3A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf37c1549c9734098d8f2375d7a0e9a6d852ddef","datavalue":{"value":{"entity-type":"item","numeric-id":4301276,"id":"Q4301276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$428DDC7E-4059-4816-B923-12E29D0B233C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"27d56ccc6a4f416f56bd0a54d3313ca4a71821b2","datavalue":{"value":{"entity-type":"item","numeric-id":2640240,"id":"Q2640240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$3F85BFD1-6DC9-41AC-ADB3-7B6E047221B1","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":"Q1389738$16C259C7-A365-449A-9107-78FDE19B9415","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2890deb3613c1ab9f18bca34a35c4935b80a5f62","datavalue":{"value":{"entity-type":"item","numeric-id":5445942,"id":"Q5445942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1389738$7D8CC627-D3F2-4AFC-9497-56E908EDFA47","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0aa3d06508b0939ff4e74f22b3ba444c2bab6994","datavalue":{"value":{"entity-type":"item","numeric-id":4791405,"id":"Q4791405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"81d1af2c56173bc953227a421012b698dc40852f","datavalue":{"value":{"amount":"+0.825868546962738","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1389738$DB9EA87A-F416-48BE-85C4-80A13BF549E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7f7634e22ff6c9828c2e95a4991d6d4946905d7","datavalue":{"value":{"entity-type":"item","numeric-id":5450019,"id":"Q5450019"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"99d9c8d8731b23fbbf4a57f8b956b35e396a600c","datavalue":{"value":{"amount":"+0.8208186626434326","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":"Q1389738$7CE46681-A5B2-4D3F-B80B-EC2C974B3F13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b59d27d7f513440cac061240bf535bc95aca30d8","datavalue":{"value":{"entity-type":"item","numeric-id":4459831,"id":"Q4459831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"15f58cdd869103abf7c43c9b27490c452b96ffbc","datavalue":{"value":{"amount":"+0.806584358215332","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1389738$D2EBBAF9-E97E-4E90-A11D-5F6ED23C967A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e0920cb67bcd2a2ab5d9830a12c0de39043cc63c","datavalue":{"value":{"entity-type":"item","numeric-id":4372026,"id":"Q4372026"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71457a0bbfc351d0cf63758d8010e7205c6f4645","datavalue":{"value":{"amount":"+0.8045780658721924","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":"Q1389738$4A79EC87-1A67-440E-B50B-676EC363F0A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"47d106075c242528dda10f936e182cb54fb394a3","datavalue":{"value":{"entity-type":"item","numeric-id":2386889,"id":"Q2386889"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"042d58d74a8253170c0a2342580fe6e811d5fe29","datavalue":{"value":{"amount":"+0.8042656183242798","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":"Q1389738$35C022B3-0C8E-4ECF-95DC-1926802CD5B4","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Finite sample properties of the ARCH class of models with stochastic volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Finite_sample_properties_of_the_ARCH_class_of_models_with_stochastic_volatility"}}}}}