{"entities":{"Q1584770":{"pageid":1595510,"ns":120,"title":"Item:Q1584770","lastrevid":67959972,"modified":"2026-04-12T20:29:36Z","type":"item","id":"Q1584770","labels":{"en":{"language":"en","value":"A test for constant correlations in a multivariate GARCH model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1525534"}},"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":"Q1584770$82021C11-AB0A-464D-9571-9CD4CF398938","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"aa81feaa18b70d0d7a41047378bcc3940036fedc","datavalue":{"value":{"text":"A test for constant correlations in a multivariate GARCH model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1584770$9BAEF927-323C-4A6B-83FA-5406F126177C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2c6ad62f00ff010ae89fa96390dd17e9d11f5544","datavalue":{"value":"0968.62066","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$E073DD14-B219-4E9B-99CC-2B4A16F2B2AA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1b88a624b568ad6fb8aae20b3ad40d41577d70b0","datavalue":{"value":"10.1016/S0304-4076(99)00080-9","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$9FB1297C-B7B2-44E2-B107-7C8679BE3E7C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"2ca85145c5bcf26b9d6b48940983710606ab54cb","datavalue":{"value":{"entity-type":"item","numeric-id":1581051,"id":"Q1581051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$B2358559-307D-4393-9C5D-2CD992637F50","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$0C01105D-1175-40FD-8532-4D13B41BF099","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4637e489cc1833e1100c144ccee6ecc88878afd9","datavalue":{"value":{"time":"+2001-09-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1584770$0DBFCD5B-BF77-48DC-8CC6-38153A21F00F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$63110FA2-2212-4856-8095-3EA290B26D52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$CA661515-51BB-42DC-A2BA-B04803C8E0E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$763EF65D-9203-401D-B605-361CC0A076B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$61512802-C8CA-40C3-8A1F-BDD1098D68A2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$46458F6F-80A5-44EC-B893-FF8B9FC433EC","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"dd51133943707ba25fbae268085ecd188d5327d1","datavalue":{"value":"1525534","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$FB66D214-EA69-46B1-A1BD-313D661337AB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c764b6a25c0ffe686b9ca32bae34c16df2e8481f","datavalue":{"value":"information matrix test","type":"string"},"datatype":"string"},"type":"statement","id":"Q1584770$7B6B3EA2-6233-4EEB-AD91-BE4AB08FB7CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6859c896f091008322f64c0fab49c6f8056a93d5","datavalue":{"value":"Lagrange multiplier test","type":"string"},"datatype":"string"},"type":"statement","id":"Q1584770$F4D88E76-B331-4555-8405-ADA544A39CF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b3972d9a012d68c4eb8485eecfe50c85efb952e0","datavalue":{"value":"Monte Carlo experiment","type":"string"},"datatype":"string"},"type":"statement","id":"Q1584770$AE6E42EE-EE5D-46B5-AEAE-2EE5F16AC5CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"989187fb6eec1a55b5a2e1fe0d130af546cea60b","datavalue":{"value":"multivariate conditional heteroscedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q1584770$570C5519-D70D-4FDD-8EC9-CC803C87BCA0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"46e0082dc88f66ea9cae98c41d402ec661689910","datavalue":{"value":"constant-correlation hypothesis","type":"string"},"datatype":"string"},"type":"statement","id":"Q1584770$374C506F-239C-4128-BCDE-77A492925008","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$F6E20705-F212-43E2-8D69-07566E2AECB1","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"6951e5b160659d328a4230b62a7e86a3dd9713e1","datavalue":{"value":{"entity-type":"item","numeric-id":3374310,"id":"Q3374310"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$0FA38670-9232-4831-B0AA-8450937B9799","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92e7f9fd2eed649b8f6513d6a2552d4520250076","datavalue":{"value":{"entity-type":"item","numeric-id":1918128,"id":"Q1918128"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$207CB192-1073-4504-AD66-B9BC8D169AD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03e797dab4bef14aa3632773b684eb5fac0ced14","datavalue":{"value":{"entity-type":"item","numeric-id":4319856,"id":"Q4319856"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1584770$02B6F2E9-4EE1-4550-A68C-F487283C29EE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e13d9a1c44f12cdff5beedd7c7e9295dc20fc604","datavalue":{"value":"https://doi.org/10.1016/s0304-4076(99)00080-9","type":"string"},"datatype":"url"},"type":"statement","id":"Q1584770$230C88C3-1109-4DB4-9999-CF015FE6896E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"3b97fa885b40200fa882e7ceb7f5198d03272a05","datavalue":{"value":"W2157496047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1584770$D5668681-EE2E-490F-8D4B-AEAADA75FE9F","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"23d07464c383e25db6e0525880369e3442542873","datavalue":{"value":{"entity-type":"item","numeric-id":1669884,"id":"Q1669884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"119b5159938afa6f2a5066aa7a953b18ae26e19d","datavalue":{"value":{"amount":"+0.8357471227645874","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":"Q1584770$03E76C1E-F4B6-41BE-927B-AC9DB685B6AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"02381dc2024e1de179d6f9af6c4f6aa664c6cbf6","datavalue":{"value":{"entity-type":"item","numeric-id":3566443,"id":"Q3566443"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ec31941563295a705ca9ee49966ec08e80402a18","datavalue":{"value":{"amount":"+0.8300581574440002","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":"Q1584770$5B7AD178-1C36-45D6-AE08-8AB0A2A7594F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0d602ecc838f296b9e787c8b0ba04cbfe79c662a","datavalue":{"value":{"entity-type":"item","numeric-id":5862487,"id":"Q5862487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f54ee4b8a3adad6938480b02e37010a931663aee","datavalue":{"value":{"amount":"+0.8228510022163391","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":"Q1584770$35F08192-89BB-4D8D-AA79-A611451970A3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c815d80528b1893b1c3e74fa3fbaf34111776e73","datavalue":{"value":{"entity-type":"item","numeric-id":451274,"id":"Q451274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82d1b4ee54160d14b47c30aab6c8f6eb8a7dbbca","datavalue":{"value":{"amount":"+0.8162898421287537","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":"Q1584770$27DC9F0A-557A-4FC1-88B5-BE4550968C6B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6175d2ba530aefcea0314042cb5476f8acc7f79f","datavalue":{"value":{"entity-type":"item","numeric-id":5080532,"id":"Q5080532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"175376f1b6b7daa3385ad1deac241b17c791bfca","datavalue":{"value":{"amount":"+0.8120406866073608","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1584770$F4DF08BE-ADB8-4E25-8FB0-40C3CE3330DF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A test for constant correlations in a multivariate GARCH model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_test_for_constant_correlations_in_a_multivariate_GARCH_model"}}}}}