{"entities":{"Q1623552":{"pageid":1634292,"ns":120,"title":"Item:Q1623552","lastrevid":72366027,"modified":"2026-04-14T04:25:14Z","type":"item","id":"Q1623552","labels":{"en":{"language":"en","value":"Variance clustering improved dynamic conditional correlation MGARCH estimators"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6983995"}},"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":"Q1623552$BDFD25F2-1F63-49B0-8207-095E3FF2CA70","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"b2d9dcf90edbee70e95826d9d6ed1f145608278b","datavalue":{"value":{"text":"Variance clustering improved dynamic conditional correlation MGARCH estimators","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1623552$3D60A991-86C4-46E4-9A02-D52AB99BB088","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"022e7a5685901222ff2c9f4616b2a90282c0e17b","datavalue":{"value":"1506.62008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$856595D9-C59B-47C6-B467-98D9DABFC504","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6e906691e3e607b11bcf160a65b4435cb86f1932","datavalue":{"value":{"entity-type":"item","numeric-id":1623551,"id":"Q1623551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$B52A6973-D2FA-468F-A608-C755BC4BF630","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"89ce3091facbe55a7a4d5dfc8d2709bbeddc95b9","datavalue":{"value":{"entity-type":"item","numeric-id":257482,"id":"Q257482"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$F2DDB2BD-101F-40D9-8DDA-CABA84D1CDD1","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":"Q1623552$6E108D4A-0013-42F7-8ACD-6400288087C2","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":"Q1623552$5E4228A1-2C71-49D8-9F87-1AA3FAC488FA","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0b91c91eaa992948e9e9d174b1bb65c0ad348765","datavalue":{"value":"https://economia.unipd.it/sites/economia.unipd.it/files/20110133.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q1623552$26F45FFA-14E4-4587-B82F-2DCDEF59D875","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"c2ef3c37a0453694c8108248b63c06b23b44dda9","datavalue":{"value":"62-08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$5B003821-6A7E-461C-8636-B06B602AF6AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$2621D1AC-3289-494F-B6CB-20E5E9EF969B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"48a59f52dcfcc38cd6697e0ef07319031311895b","datavalue":{"value":"62H30","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$04F898AA-7D57-449A-807B-C7CAF2F0CD0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$FDEAE07D-7665-41B2-BF76-28FE19EE2D3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$95A8BE8B-A962-4198-9549-11CDE22020EB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e398ebb6338fc0dfb76a6f17ec5ec6ffe407b057","datavalue":{"value":"6983995","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$96D663D5-943B-423A-88EA-876ED7742D11","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f592e9569b57525245f3def8804274519ac62225","datavalue":{"value":"dynamic conditional correlations","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623552$D9DD6B4F-ADE6-4280-9EEE-D33E760E7AD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bc0f197416fe329810ec5b991722378cce5c1898","datavalue":{"value":"time series clustering","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623552$655392E6-85D4-4263-9105-13CBA66DBA43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623552$F86A02E6-2054-421D-89F4-A6A78696C37D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a89985037d6dd98d5e9a7dfc166fa797dfe63ba4","datavalue":{"value":"composite likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q1623552$3CE9ACFC-1811-4CB7-99FF-9727E8960C78","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$62B2FAF4-05F1-4457-BCD0-899459F42CA3","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":"Q1623552$45436B5C-0911-4434-87A0-5BBC9C398BD1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e901f025ad074b46a6de13da4c456b56e9ba6928","datavalue":{"value":"W2159931552","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$5E3E6A5C-EB34-4CEF-8ABA-9FAF41ABCAAB","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9ed61e5434436f02cf1c9fbb4a876334ae8abeb8","datavalue":{"value":{"entity-type":"item","numeric-id":5292354,"id":"Q5292354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$ABA36554-51CA-461F-A9FA-DDF3D8C5235C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b287de976b3edd2f9428598380d047fd174f43c4","datavalue":{"value":{"entity-type":"item","numeric-id":1025339,"id":"Q1025339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$5CE713F9-F0DF-40D7-BCD0-B10FCA712E7E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$AD623825-E222-4071-A106-CA8EC7869505","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":"Q1623552$78595E7B-2749-41E0-91A4-007CCC1AA1E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ceb00573329f3722c68b7479cfd6a018f1216bcc","datavalue":{"value":{"entity-type":"item","numeric-id":291621,"id":"Q291621"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$FE830E49-056D-4C3A-BA10-14107C08BACE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"323ddf0b3f035b8a7a67c7ce7a003b6f3121a8b7","datavalue":{"value":{"entity-type":"item","numeric-id":3182774,"id":"Q3182774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$4356E9B2-D397-4546-A0CB-526EFCA35907","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb68e47a6de4a5c9fe456fcb5f4f5d7ce2d817a1","datavalue":{"value":{"entity-type":"item","numeric-id":1927134,"id":"Q1927134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$70EA9174-2F71-43C9-B4DB-59267105C57B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b7cef5b5a78f1d9e7dc76fd430ba5306482d824","datavalue":{"value":{"entity-type":"item","numeric-id":528161,"id":"Q528161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$EC095B87-DAC1-4495-B5B2-0CF0B8057C8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d01bd6ca6a740712b29b07d115238a6621d80e94","datavalue":{"value":{"entity-type":"item","numeric-id":2568081,"id":"Q2568081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$95ACB3BA-DD6B-4186-B742-618C1704F3D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dc111291540c04efec1abd6ce29dcc9929bb582","datavalue":{"value":{"entity-type":"item","numeric-id":3551009,"id":"Q3551009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$F761F592-977F-4040-852D-D492419F24CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5e6a71960f1303bb4e9d125a0f1a37fcf49aabba","datavalue":{"value":{"entity-type":"item","numeric-id":1023824,"id":"Q1023824"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$6BFFC3AC-7474-4F64-BEB3-15EAF9216FC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c36287168d4a2219b62da36e59be520838adcea1","datavalue":{"value":{"entity-type":"item","numeric-id":2445570,"id":"Q2445570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$54B2319E-3614-4399-8BC9-DEDDF4B832F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"859d63519ed86031d199175573f1925101b2005a","datavalue":{"value":{"entity-type":"item","numeric-id":3074773,"id":"Q3074773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$B5B9B045-E7C4-4E0B-84A2-8B02848CF9FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b704a87f1d3f5b859acb057bf08ea0dff46b237b","datavalue":{"value":{"entity-type":"item","numeric-id":3646983,"id":"Q3646983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$FE1C554C-2F17-499B-A255-672D79F4485C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22bb30ba1182ad2e258cf58e54e98174d5ccd5c2","datavalue":{"value":{"entity-type":"item","numeric-id":4216703,"id":"Q4216703"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1623552$FA4678C2-AE2C-46DE-8DB6-B6191B251DF3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"124875c1121c407120d6fa11243a3d952f5b7003","datavalue":{"value":"10.1016/J.CSDA.2013.01.029","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1623552$74394A7C-0CEC-4637-B81F-5A7A5C551022","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1dee4f6430a3a5fd50b18cf896d597ae73d200dc","datavalue":{"value":{"entity-type":"item","numeric-id":5166728,"id":"Q5166728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5aa793070e06ca64b8f5ed9dad4b9669ffafed9e","datavalue":{"value":{"amount":"+0.8461036682128906","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":"Q1623552$2C1ED1D5-B25F-42F9-90A3-DE681FA3CCFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3dc3a442f588259025f399d17334f98741d4bab9","datavalue":{"value":{"entity-type":"item","numeric-id":4687275,"id":"Q4687275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5e5021ec3af5e5c6c59a2ed3c9ad187b2bbccef2","datavalue":{"value":{"amount":"+0.840523362159729","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1623552$AE93C210-410D-46AE-AAD0-D0D040C04361","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5ff8a55dc834e671e73ffdbdaf029baca0826783","datavalue":{"value":{"entity-type":"item","numeric-id":2227446,"id":"Q2227446"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"738a2c7837b2579f4c98e9c1eaec3035224389b4","datavalue":{"value":{"amount":"+0.8350020051002502","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":"Q1623552$F7C7314F-CD9D-4C5A-89F4-B2304D7D783C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4b18b628e9893ec72ea0cb537af4f2a877650c90","datavalue":{"value":{"entity-type":"item","numeric-id":5292354,"id":"Q5292354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9bc5520d41f5a76fc2da6d38943525449ff6fef","datavalue":{"value":{"amount":"+0.8137515187263489","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1623552$D6B07ECD-8267-45C9-97BF-D0FF6B11FB0A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a359400867ffb055454df68dc73296a4d6151c62","datavalue":{"value":{"entity-type":"item","numeric-id":1659096,"id":"Q1659096"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"046599a0f6639fb244d7c33639f3aa6f2a79e698","datavalue":{"value":{"amount":"+0.7917676568031311","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":"Q1623552$EF650D3C-C489-4700-B4B0-D02985881740","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Variance clustering improved dynamic conditional correlation MGARCH estimators","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Variance_clustering_improved_dynamic_conditional_correlation_MGARCH_estimators"}}}}}