{"entities":{"Q1623530":{"pageid":1634270,"ns":120,"title":"Item:Q1623530","lastrevid":72365838,"modified":"2026-04-14T04:25:10Z","type":"item","id":"Q1623530","labels":{"en":{"language":"en","value":"Comparison of specification tests for GARCH models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6983980"}},"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":"Q1623530$566C2A0E-DDA5-4670-A6B7-35B1709AD3BA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"e121ea5bb8cc10e1ec0384cae7da2a57a3cb4e8d","datavalue":{"value":{"text":"Comparison of specification tests for GARCH models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1623530$AD62C111-30AC-482A-A03A-65D835A16703","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0b4a9627771591786e6ff25e4dac4fa44b6963b0","datavalue":{"value":"1506.62067","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$42863F4F-69D7-4FBB-9BA9-7B9AB63C4A14","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b3c5f13665735e82b17f20037b6192cfc4932ca6","datavalue":{"value":{"entity-type":"item","numeric-id":241362,"id":"Q241362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$54260F78-9BCB-4F78-83AE-2D63D880CC50","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e73bbc77ff364c590e9a239a639077b4ec7ba92e","datavalue":{"value":{"entity-type":"item","numeric-id":241364,"id":"Q241364"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$08B7CD49-939C-4C08-98EC-023C968CD064","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":"Q1623530$929DB8CF-6279-41A9-BEF3-5DE92DDF6B10","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f1e747551cea3e18facbfe25be36852721064ef5","datavalue":{"value":{"time":"+2018-11-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1623530$DBB6C5C6-1D58-497D-A5F2-B67B106ADF15","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2ef3c37a0453694c8108248b63c06b23b44dda9","datavalue":{"value":"62-08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$D518469A-E7F0-4D9D-9690-E292086689DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$1A454331-827B-40AB-B238-2EC61074FF36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"8f4b66340eaefaa5b879d5438c65b92fbb16c03f","datavalue":{"value":"62G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$506B9C46-A221-4426-9148-374FFEA88551","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"42ac3e08400018c2b1d86445ac0b9a61b32e596a","datavalue":{"value":"6983980","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$CE688C9A-51FD-41B8-9433-2087BF05E69E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"95fa4506809d53d570ad7af99b127e0b25976fdf","datavalue":{"value":"goodness of fit tests","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$F7FDDFC5-F9D5-4485-90F6-1FE5887AF58D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"501defcdbe8b814e22453dfae6fea4ad53a6b95b","datavalue":{"value":"GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$570F4646-7E60-4BF7-A403-623D4AEF5B64","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"95abc5ba1bfc05b65b4307bca45bc2effdf4af93","datavalue":{"value":"residuals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$43578479-4B14-4A39-9D98-CE112BCF1F20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a5544c872db54ce714db6adc88340fd4cfad0a0b","datavalue":{"value":"squared residuals","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$794168BA-267E-4DFF-B96E-1E8AEDA8E0E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"67632511834c0923725d50b9962b367281204b5e","datavalue":{"value":"empirical processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$A365384B-30B6-43C7-855F-BF652F979A26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ca4015d456000e02f563e09513fcdfb3e8dfc08","datavalue":{"value":"pseudo-observations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$2E5F303A-6273-40F9-8345-9F42CBF32BCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1e958b78f70e627c17042567660c541a06c4bb50","datavalue":{"value":"multipliers","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$C59A2D11-1A70-46EC-BA11-3E062236CF84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"252bba28b8f86b793d6eb3a5f06e9ad623ca5a57","datavalue":{"value":"bootstrap","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623530$C35C0EBC-5553-45B4-A9D5-44C41AF9798A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$FA29A6C4-6D39-4354-93F7-6D4D5FD7B91A","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"938aa1128789f2f79f8c487c03132097634d1959","datavalue":{"value":"https://doi.org/10.1016/j.csda.2013.03.009","type":"string"},"datatype":"url"},"type":"statement","id":"Q1623530$B8D6C495-B30E-4CA7-A403-27DA4A24248D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2b55f3bf90d320fe9f2b5997836d39b8f7ee2f96","datavalue":{"value":"W2063415040","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$0A9547C6-AA15-484C-8764-C7F64D2072BE","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ce74c68e9f21a634ca747def72676418e2258ab","datavalue":{"value":{"entity-type":"item","numeric-id":1346642,"id":"Q1346642"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$45239E40-D3DF-4375-B556-07830DF29F62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7fba40dd413f665d21a6b2a91cae92d2962b2a7d","datavalue":{"value":{"entity-type":"item","numeric-id":1879947,"id":"Q1879947"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$9ECBDBCF-AA61-4633-B453-1EE16153AB59","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"29ce48df2540762e6396cb7513602630eb9e5ec5","datavalue":{"value":{"entity-type":"item","numeric-id":4561967,"id":"Q4561967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$35E3548C-5532-4FF5-84CE-1E3C77FC7F25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9730b4f43e3d547aac6dbe47c633dca48a78cbf","datavalue":{"value":{"entity-type":"item","numeric-id":1881754,"id":"Q1881754"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$CCBA74BA-9202-4E15-935C-7C3D85606FB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6d6e9aa512af115ef13bd19071c6f3708e415638","datavalue":{"value":{"entity-type":"item","numeric-id":2559110,"id":"Q2559110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$A56E318C-E7C5-4EAB-B9F5-CF110073515A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59f88b1bae281138c06e0e15def1abe93632e01c","datavalue":{"value":{"entity-type":"item","numeric-id":731720,"id":"Q731720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$89ED7449-F0F2-4467-B940-5BA2A15D2941","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec0fdf1d1b0c71eab7ff999a9bd49b67338668ed","datavalue":{"value":{"entity-type":"item","numeric-id":2739262,"id":"Q2739262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$582DA94A-B768-4611-8006-554A3F1F9B5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b742485d741bdd3c702b720167581617310a4cbb","datavalue":{"value":{"entity-type":"item","numeric-id":4673966,"id":"Q4673966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$0EA0F383-0EB8-4892-8AD1-9193570019D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d723f95fc41faf13ebe9d968d012ba0e91562907","datavalue":{"value":{"entity-type":"item","numeric-id":4725544,"id":"Q4725544"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$86A19109-9BC3-4F09-8950-82FA980DDFAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"86cdefdea3a692472c557707e15917944b5ce137","datavalue":{"value":{"entity-type":"item","numeric-id":1119311,"id":"Q1119311"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$A6FAFC57-7C0A-47DF-A4C8-651BCDD59108","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c6d1a9f5e4741be96783253ecb2a78ef98bc5b3","datavalue":{"value":{"entity-type":"item","numeric-id":688385,"id":"Q688385"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$B05B0194-3305-4308-B33F-AEC36DD0A3DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53579127e67f3d2c18b95f0c3cc11a57e7315c6d","datavalue":{"value":{"entity-type":"item","numeric-id":1927139,"id":"Q1927139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$636EE099-D955-4DBA-AFD4-7E66B19AC5D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1a315f390f8518dea433428fab95aae3afc06db0","datavalue":{"value":{"entity-type":"item","numeric-id":2856551,"id":"Q2856551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$1CE30819-116C-4583-81AE-43C5930528B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"885ad32bb3366057e8d88f657055c45c37c3ad48","datavalue":{"value":{"entity-type":"item","numeric-id":2368858,"id":"Q2368858"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$48E0228F-3E30-4CCC-9C27-9496620C63C1","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":"Q1623530$34AEEB92-A9EA-49A6-A1E6-88F2C164D124","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c181e9fd13bf4acce027aa8deed14bb7d1596b0b","datavalue":{"value":{"entity-type":"item","numeric-id":4366214,"id":"Q4366214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$C1E6A7CD-A13A-4071-99C6-AA32D255394B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"121a47ae6ebb5f38fdcbba51e72bae873054fb08","datavalue":{"value":{"entity-type":"item","numeric-id":1927104,"id":"Q1927104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$B1F92FEA-EA91-46AB-9EFF-35CBB689314E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85ea89017825d45f8bbf616b7681beff13da24f1","datavalue":{"value":{"entity-type":"item","numeric-id":3395931,"id":"Q3395931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$0E388630-0D1E-45CC-A966-0FD3EC7B569B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"079fe417e37af07d1bc7f5bb732e7d843ba77f50","datavalue":{"value":{"entity-type":"item","numeric-id":2367278,"id":"Q2367278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$AC4E9721-6CE1-41D3-A7C6-31E6A2D7164C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c004ee6802dfae7f6f852cac525cd410a3faded","datavalue":{"value":{"entity-type":"item","numeric-id":1915050,"id":"Q1915050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623530$A39C0E28-6A7B-474E-916A-6CE7F65130F4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ad07aaf3fc043a665855329d50483d129fb26387","datavalue":{"value":"10.1016/J.CSDA.2013.03.009","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623530$47101C0B-164F-4CEC-AC3C-95C035788426","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e9cdcaa88cac5d8c04946603bb4b4fc7959a966a","datavalue":{"value":{"entity-type":"item","numeric-id":3460672,"id":"Q3460672"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"53d7090ce36a8f46f36f6540cfd2140f00ad21e4","datavalue":{"value":{"amount":"+0.8593857288360596","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":"Q1623530$2CA8A33D-6DED-45C7-A465-EA0ED4C4A802","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a7b10958cdd7b95406740c2469b9f4e184c92f58","datavalue":{"value":{"entity-type":"item","numeric-id":1927139,"id":"Q1927139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"db3e3e31b26ce3d6ae89cd05210ab1cfad11b603","datavalue":{"value":{"amount":"+0.8583552241325378","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":"Q1623530$17EFD347-4EB6-4D31-92CA-383B963F2324","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"07dec8c9af41522377565d7142dbe1f38f5c302e","datavalue":{"value":{"entity-type":"item","numeric-id":3615085,"id":"Q3615085"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1f9c57f9249035297b36ff39935f8993183ddf9d","datavalue":{"value":{"amount":"+0.8219947814941406","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":"Q1623530$37415CCD-DE3B-432F-A587-C5F7CC6CF9D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adbf54b9aef0828467b3735fedd840aaa506705e","datavalue":{"value":{"entity-type":"item","numeric-id":434239,"id":"Q434239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"da8c46be3d8b3f21c5a1eea9b75a975d3b60fe45","datavalue":{"value":{"amount":"+0.8132860064506531","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":"Q1623530$533DB733-CE64-4777-8BF8-E83BE96AA12F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ad92ddad24336f8d75d5e35e39e51dbee0dcbd43","datavalue":{"value":{"entity-type":"item","numeric-id":1858977,"id":"Q1858977"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fdaf33853e95ade09e9c0ad2c407fdbe96b47970","datavalue":{"value":{"amount":"+0.8081277012825012","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":"Q1623530$096131EC-42B5-410A-A225-5918AFB5BEA1","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Comparison of specification tests for GARCH models","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Comparison_of_specification_tests_for_GARCH_models"}}}}}