{"entities":{"Q1695664":{"pageid":1706405,"ns":120,"title":"Item:Q1695664","lastrevid":53014037,"modified":"2026-01-24T01:04:57Z","type":"item","id":"Q1695664","labels":{"en":{"language":"en","value":"Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6835910"}},"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":"Q1695664$72C4EA4B-8FD0-4258-9030-85F296503AAE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"32f6ddc72dc731f012f8b5914c8fc9f9992f5cd7","datavalue":{"value":{"text":"Forecasting volatility and the risk-return tradeoff: an application on the Fama-French benchmark market return","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1695664$330C8588-32F8-44AC-BDFC-FAF5482F7754","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"62a1a0f71d80b7f17edcad92bd9ae312c86f4536","datavalue":{"value":"1462.62739","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$7B95B9E5-9A31-49D7-9542-55B250779ABC","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"8a6e8dbf307600f38f500b929538d57efa1ff4c5","datavalue":{"value":{"entity-type":"item","numeric-id":1695663,"id":"Q1695663"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$970D36F2-9FC2-4287-AAB3-CE17E45B1919","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"85feaffe9a543fcacf80f7659ec163407b1e96f8","datavalue":{"value":{"entity-type":"item","numeric-id":89890,"id":"Q89890"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$1D936AE9-1722-4665-93B7-2CAE1B5E85BD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d321708fee1d4b19be91af7f58e150d2b74d41f5","datavalue":{"value":{"time":"+2018-02-07T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1695664$5EB20328-F0A6-488B-B8BC-AFA6992DCD43","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$519AEEE1-7CD5-4535-AA33-EF06AE9276CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$95B8A0A4-5220-4D69-AE7F-C9B9D4ACEC4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$56F463EF-B08D-48F8-B0EB-D1B2DE8F3B51","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5176afba0e56038e1bffad2c39beef23f1b7a6b6","datavalue":{"value":"6835910","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$80443AED-E7E1-45DA-9417-4AE64A3C91E7","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3f675f5aef35018258ca1d541651603aa1636e4d","datavalue":{"value":"FIEGARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$44E6BCD0-DFD3-466E-98A6-E8DE2129A20C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8c85c02c2427b4eadbb050f9d491e72a8ff0baaa","datavalue":{"value":"financial leverage","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$6CDE7FEA-5636-4321-B323-A22D9ADBFF3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$3EA82D3C-8EA8-4A39-B83B-932D23AE881C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ac53dc48923fc43c5a55eb929fa28f1553c89a2","datavalue":{"value":"long memory","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$6A49F8E8-8DD8-4FA8-BAFE-004AB8E90A7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5bb80c149f9f99678aa95908fd533d7dac0d8c55","datavalue":{"value":"risk-return tradeoff","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$C6E25731-D9EE-4873-96EB-DF5FA8E56203","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"467a5e7ada481e29fdf4c53a4f565c47cdd3bf5d","datavalue":{"value":"stock returns","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$73175AAA-ECE9-4A03-9429-E69DB0492B40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9d4f3a013620dcad39acf6900d22dddc3773db4a","datavalue":{"value":"volatility feedback","type":"string"},"datatype":"string"},"type":"statement","id":"Q1695664$FA0363D2-8DA5-40B3-84E4-12433202BBBD","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"6b1bc8dfdcab8bc9330c9abc6ed6e80640c6d7d9","datavalue":{"value":{"entity-type":"item","numeric-id":29687,"id":"Q29687"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$43F08A06-98FD-4E68-9A7C-8EE5A03C3719","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$ADE81CA8-65DA-4280-AA96-A4CB2D389869","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"617b003de015e55c4f9fb1c1e9d587d18a5e9500","datavalue":{"value":"https://doi.org/10.1515/jtse-2012-0018","type":"string"},"datatype":"url"},"type":"statement","id":"Q1695664$826CECF1-18F5-4A97-BA56-65B39C2BF506","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2bf04be05b235ab75514b7e559b4a1da16046957","datavalue":{"value":"W1165156456","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$E21F515E-3186-4805-B140-22CDA9194049","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9977b5ac5cab7cb6bfc3e29047c82cedae7b4936","datavalue":{"value":{"entity-type":"item","numeric-id":1126491,"id":"Q1126491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$731683EC-AC58-4307-A48C-B7E3D71B4D70","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ffe3d6a264560371be10d47d4a817e659667af7a","datavalue":{"value":{"entity-type":"item","numeric-id":2270553,"id":"Q2270553"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$A6C8702E-7271-4EEA-9E15-32C949830884","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6b59f7fcce69f10b30cca353ddef659e51d282b0","datavalue":{"value":{"entity-type":"item","numeric-id":1391610,"id":"Q1391610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$B38CAAE5-F0AE-4C91-BA46-A7FDEB15CF59","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":"Q1695664$1AC4DA08-745C-42D7-85A0-EF91719A4552","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf45bd61ebdaaff00ade258cbc2edca4f7da4ec6","datavalue":{"value":{"entity-type":"item","numeric-id":1922362,"id":"Q1922362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$D1CE7F76-D789-4E0C-A44A-896B72B3D18B","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":"Q1695664$4DA606B4-640E-4B3B-8CD1-269B9F744052","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e096d731db4b0b1a42fd40c6261a2bfd3808c3f5","datavalue":{"value":{"entity-type":"item","numeric-id":1331844,"id":"Q1331844"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$6C8B44F1-CC52-4C80-9973-8C14C02F5CB6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$A0BAB470-4853-4ADD-B47A-8CDA97AF7860","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0c06820a5a96cd80c22e81a73308ef17e2d16d01","datavalue":{"value":{"entity-type":"item","numeric-id":3839610,"id":"Q3839610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$39A3724C-718D-4F0D-90FB-58A7DC415D20","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3041e9d9e4a440c9fe6c211ff2bca2e7679220ee","datavalue":{"value":{"entity-type":"item","numeric-id":3317942,"id":"Q3317942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$BC60075B-9BA4-4124-B17A-E3CD2B890BAB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12d43f72760c76c3594025480519eefd27d446ba","datavalue":{"value":{"entity-type":"item","numeric-id":749146,"id":"Q749146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$C8D53A7D-529B-44BC-B25C-AFF004009CD9","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":"Q1695664$08A1FCBA-E459-435D-89B5-4B7A1B7C134D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3bda004d69181b30a491fa212e4853b692e785d9","datavalue":{"value":{"entity-type":"item","numeric-id":811063,"id":"Q811063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1695664$13DCFB57-5052-43E4-AB92-1EE5D634CEF7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"08103ec44d927f2633b97dfef501928bff1da7d8","datavalue":{"value":"10.1515/JTSE-2012-0018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1695664$1BE13CF5-2E7C-4503-9B2D-35A60C2069AC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e8e8872ee21085f472829cea4fb371019af51c3","datavalue":{"value":{"entity-type":"item","numeric-id":440195,"id":"Q440195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1fd796a438f433715788dcc178fe6b7f366b874c","datavalue":{"value":{"amount":"+0.7381302714347839","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":"Q1695664$31218A5C-BF0E-43F8-9241-E56406B63E89","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b97b3460d66394627e314f6627214f706ce04113","datavalue":{"value":{"entity-type":"item","numeric-id":5232808,"id":"Q5232808"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a8c32a296e2bab0250d9d30005a2b5fbbd990121","datavalue":{"value":{"amount":"+0.7198983430862427","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1695664$D73338B7-A51F-4BCB-8B50-FFD7BC60A34A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"68bbab868923329fa57d2fe795802602550d16d8","datavalue":{"value":{"entity-type":"item","numeric-id":841853,"id":"Q841853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8b76770b0df54624cbcf0c64fda3d7d74949e88e","datavalue":{"value":{"amount":"+0.7179008722305298","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":"Q1695664$D8144709-C07E-4CDF-9E8C-4EBDE98FB3F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1e2cd50bb745868178e79609cb1876f98a1f5b0","datavalue":{"value":{"entity-type":"item","numeric-id":5210847,"id":"Q5210847"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d38ed7e112f6195edd589dbc63106bd9582e0c87","datavalue":{"value":{"amount":"+0.7172707319259644","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1695664$C33850FA-8DAE-46A9-B72E-2D4D499DB054","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"121196c5c290ea7b29946a899da3c986a8cc5842","datavalue":{"value":{"entity-type":"item","numeric-id":4593857,"id":"Q4593857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a1f606515ef51671949dead1800f4a8043ff26d","datavalue":{"value":{"amount":"+0.7171177268028259","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":"Q1695664$B0580482-D072-4350-B76A-CBB1001D85AB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1695664","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1695664"}}}}}