{"entities":{"Q1624115":{"pageid":1634856,"ns":120,"title":"Item:Q1624115","lastrevid":72364866,"modified":"2026-04-14T04:24:45Z","type":"item","id":"Q1624115","labels":{"en":{"language":"en","value":"Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6979856"}},"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":"Q1624115$170E5B95-81DC-4AD6-9A99-5CAC0D098CC7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"948bceb55d4d031db9034a13f1a6a59c50f3cf3a","datavalue":{"value":{"text":"Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1624115$04800A92-197B-4D46-B989-B284CFA007EF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9bb466753a49577f18588f467899e1dfe474e931","datavalue":{"value":"1402.91157","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$9C07D845-2301-42B3-8320-6855C27C66F4","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8b6f086134e5dfab6007afb0c45f2cd9053fd388","datavalue":{"value":{"entity-type":"item","numeric-id":235946,"id":"Q235946"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$CD0C629F-4E60-4D74-AAA2-3FE7DD933EB5","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5958795549a0e700bfab2aa0a5348a8d2affd0cf","datavalue":{"value":{"time":"+2018-11-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1624115$AD9FAC4A-F925-42EC-91D0-C9BAA563ED56","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"1ba4482b1887660ad06a52b7f66ef305c9376e81","datavalue":{"value":"http://publications.ut-capitole.fr/26239/1/stoch6.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q1624115$F79A0C0E-C223-43BD-B251-2E42A474F01F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$1CA552A3-D130-433C-9DF0-C295542B6055","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$0EC40DFA-6298-4E59-8996-777526D12D95","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"d3505eed6008cd34bb33186f13f3c56304988eb0","datavalue":{"value":"6979856","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$D762753F-AD28-4EA4-8051-FD1151BD64F1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"219c7d5e7c513a39e0d39364c6c2d41c12d40e7c","datavalue":{"value":"long run risks","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$8AFC65B1-7DAB-4726-9A5E-30D403BCEC9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"51506ec14230f5898ce714b3f9aee44983642439","datavalue":{"value":"fourth-degree risk dominance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$BEC556E2-D58D-402A-956A-FEEB34D6B97A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44aa720ae084167c4dfdea2830c5d2e64aaf5cda","datavalue":{"value":"temperance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$B372516E-289F-4287-8B96-F460FDAD5E0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fd090087e67f3521abec568f655eb8c94209defd","datavalue":{"value":"edginess","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$5250E510-9721-4607-A8E3-624E582075BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cbfdf0f551ec06c1fcd8ee74e1cd120f9504df73","datavalue":{"value":"recursive utility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$4F6DACDC-6820-47F1-BF3B-7648B09ED36E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c475dfd8d93e711df0255de95078bed7312ad4ea","datavalue":{"value":"kurtosis ratio","type":"string"},"datatype":"string"},"type":"statement","id":"Q1624115$5F2B7B8D-AD05-46EB-9563-43558872DFB4","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$A9F54DBC-E76F-4AB0-B881-7E6EDBDD399B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"50e8e2af38f129869a87a11b47b39b94a4f068a9","datavalue":{"value":"W2888924126","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$D6804EC7-817B-4E4C-B52D-2B92B950B852","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a15bb3abfc8ddbd063c2b0f1ca03f55040162912","datavalue":{"value":{"entity-type":"item","numeric-id":1605411,"id":"Q1605411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$241FB9F2-0328-4E19-AFB3-8FEF82E1867A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a07df0be3f071cf0aab4f0b3db9b3dafed6c0a7","datavalue":{"value":{"entity-type":"item","numeric-id":4555666,"id":"Q4555666"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$E974EC5F-0A32-4128-8626-372298FA35A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"57f4c39154fcec5f5003013ceb779023a4b624f5","datavalue":{"value":{"entity-type":"item","numeric-id":4615894,"id":"Q4615894"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$44243090-6204-4604-B87E-29187B020D93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c5b00d08fbe9e59d150f362d853faed5f02e597","datavalue":{"value":{"entity-type":"item","numeric-id":4733645,"id":"Q4733645"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$C85F591B-B60A-47E0-B141-4E08A2903CD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53a3c1da46b3809c1e38591f83077c9d75cc162c","datavalue":{"value":{"entity-type":"item","numeric-id":1906456,"id":"Q1906456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$438D0E99-E280-422C-BCC9-2DD2092E0C07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a90d8285774bacb54ddeb89fa26292db2c3118c8","datavalue":{"value":{"entity-type":"item","numeric-id":4895058,"id":"Q4895058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$A0C04C5D-CE08-4FA5-96DC-1076CB6F1389","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"066f5571ecc84924ae0056fe924bf416136a1f83","datavalue":{"value":{"entity-type":"item","numeric-id":4160624,"id":"Q4160624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$1711C720-C66B-4508-9F02-A74A8171183A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5310c8d93535986dad6b0024f893a18619bf32c3","datavalue":{"value":{"entity-type":"item","numeric-id":1927411,"id":"Q1927411"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$8CAF794C-57C8-476E-B868-1ACD79463A43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"58131c4dffe44b33d1d218edf6203324d4fac7c6","datavalue":{"value":{"entity-type":"item","numeric-id":4922021,"id":"Q4922021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$6DA83B24-932F-4176-A7ED-78E9BEB80664","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3961ed105211c952e055e7e3e51fd1c58153ecf","datavalue":{"value":{"entity-type":"item","numeric-id":4180084,"id":"Q4180084"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$B3FC2E0F-1449-4EA2-8C8A-9D5F8E76118E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2205d18c7a882f3c8d5a6f3d050f73626d18c8a6","datavalue":{"value":"10.1016/J.JEDC.2018.08.010","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1624115$3D357F79-7048-4D74-AE55-65B2D48E17FE","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1624115$2AA1995B-D317-4557-B23C-5B1002A7B426","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d7fc8d4f5e3e4c06677e46b7ed57e4f73519207","datavalue":{"value":{"entity-type":"item","numeric-id":1624055,"id":"Q1624055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a85a30a2367ce92e484299a04e41adefdb6de78","datavalue":{"value":{"amount":"+0.7538800239562988","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1624115$B5566C91-E575-4972-810D-F13C2694B9F6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"53d8852ce3545515ab3e6c59c0e717c3a88befff","datavalue":{"value":{"entity-type":"item","numeric-id":5414493,"id":"Q5414493"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7f19d02ab1bc882e5b4f5a70c588be7989ccf966","datavalue":{"value":{"amount":"+0.7371753454208374","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":"Q1624115$D6CDB506-F954-497F-8241-F3ADE430B0AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7cebfac74b9f2d7eb19c9c08063cfe956a2b3337","datavalue":{"value":{"entity-type":"item","numeric-id":2366936,"id":"Q2366936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2bfa43fe8b48b3ae1f49c6eca475b537f23a649b","datavalue":{"value":{"amount":"+0.7131498456001282","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":"Q1624115$79758541-BDDF-44B4-BBBB-BBCDCF88397C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8a50665cbe10647fb2ea0d4b769b1f8b77f9df0","datavalue":{"value":{"entity-type":"item","numeric-id":470727,"id":"Q470727"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c57c491899d92adf1bf7e3de1e462b9a60806363","datavalue":{"value":{"amount":"+0.7118613719940186","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1624115$A26571EC-3897-4EBF-A5A6-BC77B43F6E88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70edbde280f797f7723c307cb0df8aa1c75ce846","datavalue":{"value":{"entity-type":"item","numeric-id":4883971,"id":"Q4883971"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"342dfdb1f7974de1acb1a5d00f3a1ae0a6743757","datavalue":{"value":{"amount":"+0.7106834053993225","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":"Q1624115$19482537-3561-434D-B9FE-E2488D899346","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Stochastic volatility implies fourth-degree risk dominance: applications to asset pricing","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Stochastic_volatility_implies_fourth-degree_risk_dominance:_applications_to_asset_pricing"}}}}}