{"entities":{"Q1710582":{"pageid":1721323,"ns":120,"title":"Item:Q1710582","lastrevid":70802883,"modified":"2026-04-13T17:17:49Z","type":"item","id":"Q1710582","labels":{"en":{"language":"en","value":"Dynamic hedging with futures: a copula-based GARCH model with high-frequency data"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7005224"}},"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":"Q1710582$1C202C87-310A-4788-B1A3-CF248E0BF585","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"f260b7a14e6c5a5f15bbec8351a2641ba3e04f0d","datavalue":{"value":{"text":"Dynamic hedging with futures: a copula-based GARCH model with high-frequency data","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1710582$DAB27617-4101-4B54-B48E-6F6E7648CF6A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2052a8f732488b087c4b6225d01b6a6613afd580","datavalue":{"value":"1405.91633","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$8370414F-3040-42FC-85EC-BBC2F31FF088","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"05d38828fea79fd3eb21b260114da8a69caef308","datavalue":{"value":{"entity-type":"item","numeric-id":1710581,"id":"Q1710581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$45DD3814-B143-49ED-8FB1-AFEC2094C39C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b7b1409059d6cbc553834a299852b011d6de72b8","datavalue":{"value":{"entity-type":"item","numeric-id":244006,"id":"Q244006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$CBD16DA9-184A-4D2C-B0EA-025E691B7B39","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"bb3e44b3862db53976a384d511c2aa79864f9a5c","datavalue":{"value":{"time":"+2019-01-23T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1710582$BDA7033B-8653-4712-B2C6-E54F739310C8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$4CCCE844-91F8-4E3C-B2EE-29B87BBA742F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$4420E403-2D43-489E-A04A-765CBEBE0E15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"87af44252b2ddfa90518373dcedaab6f72c10d17","datavalue":{"value":"62H05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$0FC5E02E-5753-450F-A6F1-D827613A6DEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$5582551C-3E97-4727-955C-AB095DC2301D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"74ae1363c73d8b97a132d8f2246274cef69c7fe5","datavalue":{"value":"7005224","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$C7628D1D-2EBD-48B7-A868-E8D53EB6BEDE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dd81b83a207ff9ae5b7765e991fc3951e1c68b6f","datavalue":{"value":"dynamic copula","type":"string"},"datatype":"string"},"type":"statement","id":"Q1710582$3B5F0C61-E9F9-44F0-893C-F49FFCF516EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7769cb7539ff1009ec6b3c28d0ab303fe036bd50","datavalue":{"value":"high-frequency data","type":"string"},"datatype":"string"},"type":"statement","id":"Q1710582$4CC22C4F-BD75-491A-AD3C-B21F6CF0F52E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1cb53ebd2ade52abf1876c9024cd63dfc0f43d0e","datavalue":{"value":"realized covariance","type":"string"},"datatype":"string"},"type":"statement","id":"Q1710582$6306782C-EBE1-4DC3-9F4D-22B11A2DA664","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"841b59f042f807e2b56ab7e6e7bd276a5e74997c","datavalue":{"value":"futures hedge","type":"string"},"datatype":"string"},"type":"statement","id":"Q1710582$C6108E7C-D181-45D5-B1A3-699F12583951","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a7aeb9904e18c21bc4314da53792d6dd8e8952f4","datavalue":{"value":"forecast comparison","type":"string"},"datatype":"string"},"type":"statement","id":"Q1710582$085A75AF-5783-4416-A21D-8FE7F72B361F","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":"Q1710582$4DEEE8EF-CBC9-40EA-8AFB-3EF93476AA81","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ffc4f06493db480264a1018562c4e6cc4c1736cf","datavalue":{"value":"https://doi.org/10.1007/s11147-018-9142-1","type":"string"},"datatype":"url"},"type":"statement","id":"Q1710582$7571FD3D-E18E-48F0-AAC7-67F1E640053F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"16dde8b3580e18909c622cfc1618a44ab4848d98","datavalue":{"value":"W2794229059","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$D197BFD3-0EBB-4939-B7F0-9E9024BF3F4A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$5E96CA2C-A065-4E8C-B751-66AFD0D0E289","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62ee9eb698d6a8d680a6cb47862af38145fedd6c","datavalue":{"value":{"entity-type":"item","numeric-id":737896,"id":"Q737896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$B2B32121-6E23-4279-A9D3-27360CD834DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0756cdff40c2f27a2a012d7168e18caccdbc332d","datavalue":{"value":{"entity-type":"item","numeric-id":5475035,"id":"Q5475035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$44BA66AF-3B43-4B67-94CC-16680FF35E26","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$D0EF962E-69F6-4649-BF5B-2B4D089638AA","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":"Q1710582$CBF88752-3337-45D0-8CE6-158C1748B804","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb4a0f532a2e6ba8d33dd40a8ffd497a5505dc8f","datavalue":{"value":{"entity-type":"item","numeric-id":4319212,"id":"Q4319212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$DD09E13B-2BD2-4AD5-8D6A-40C9D2DAA341","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c6f9d0637939f2b10e61a854ba9a3c36154d920","datavalue":{"value":{"entity-type":"item","numeric-id":5745646,"id":"Q5745646"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$3098B2B7-A5AD-4F19-BEE0-71CA97EB6A61","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22bbaa2240ab5d883305e539e1c622cea3cddf04","datavalue":{"value":{"entity-type":"item","numeric-id":737280,"id":"Q737280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$1FB89C56-99E3-4FB8-A459-B7F25191A007","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":"Q1710582$9042AACC-42E8-43CE-9632-5471328126F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2621bc992288d009f9b8a40529ede126063cf351","datavalue":{"value":{"entity-type":"item","numeric-id":110331,"id":"Q110331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$311C3239-D0CF-4392-8182-267EB12BED04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"57240d3b042e7600bfe4602f3656da5ec31f23bb","datavalue":{"value":{"entity-type":"item","numeric-id":4895056,"id":"Q4895056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1710582$3BEFC0A3-9E14-4704-89BD-378453CB8C83","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2c3d5a8cd355290a50ef2ae524e1cd9cfb1b34f6","datavalue":{"value":"10.1007/S11147-018-9142-1","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1710582$36D8867E-BD0F-4C5D-B1D7-522E827648BC","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"31eb116362c4c9462c27f370d82f55c7b6d264de","datavalue":{"value":{"entity-type":"item","numeric-id":5382076,"id":"Q5382076"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"355e40ad19730a88b4c5d8adef2ca5f535aa2045","datavalue":{"value":{"amount":"+0.7883079051971436","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1710582$BE0CD605-F77A-440F-920F-581A5605A28D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"beb8078045024542f1f5a8e7b8135c516e39fd35","datavalue":{"value":{"entity-type":"item","numeric-id":1025343,"id":"Q1025343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fc41c6c1b298a31e4a09483355aa440fcae7c51d","datavalue":{"value":{"amount":"+0.7838836312294006","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":"Q1710582$DFAFA184-0511-4230-AF50-E732C6C911CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1f3128c60874f90376a6d1515aaca288ff865ba","datavalue":{"value":{"entity-type":"item","numeric-id":3574717,"id":"Q3574717"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04d40c24448187e671940cb937cfb11f38c03f49","datavalue":{"value":{"amount":"+0.7725477814674377","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1710582$E4233344-88EA-4591-BAFD-79021B6336D5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bd7ee52d11297a687fe39205accab69d0f663deb","datavalue":{"value":{"entity-type":"item","numeric-id":4687305,"id":"Q4687305"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2299af7b79475b229c023a9fb8ec12f522d8662d","datavalue":{"value":{"amount":"+0.7606403827667236","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":"Q1710582$9D07A5BB-5938-4BFA-95A4-DEAAC5D7AC40","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca41219f2ce773d93c9cdb11d2da6b56de2ddfa1","datavalue":{"value":{"entity-type":"item","numeric-id":5193805,"id":"Q5193805"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"233b5526e91ec4f5ec683c52dac9a8318b020b8a","datavalue":{"value":{"amount":"+0.7481614351272583","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":"Q1710582$95052F11-BB31-4E91-A6EB-6D3C153C7DEA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Dynamic hedging with futures: a copula-based GARCH model with high-frequency data","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Dynamic_hedging_with_futures:_a_copula-based_GARCH_model_with_high-frequency_data"}}}}}