{"entities":{"Q1727323":{"pageid":1738064,"ns":120,"title":"Item:Q1727323","lastrevid":72861612,"modified":"2026-04-14T08:19:49Z","type":"item","id":"Q1727323","labels":{"en":{"language":"en","value":"Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7026733"}},"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":"Q1727323$93C6F303-1F2B-4F59-B9DA-B4577E0F0620","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9b9bfc68203f32d81c797b8a64d4e57823b7ba30","datavalue":{"value":{"text":"Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1727323$D6A48A4F-AB56-4F65-9977-2238A9791EB9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1c4a7e4fcf391cf4e4d4822b208195e90916ec7f","datavalue":{"value":"1422.91730","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$E3C7F0E2-6F93-417D-9D1E-B073AEFEAA21","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"705d404c044dd5a2e201759174b566dc6b7243a8","datavalue":{"value":"10.1155/2018/9549707","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$21D50E91-19C4-4052-A8A9-9D68BAD4BFC7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ab638e343abd13de9e22e30bf33fd769b583a06e","datavalue":{"value":{"entity-type":"item","numeric-id":444282,"id":"Q444282"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$4AF4595C-38B7-49C1-8959-8959C86B358D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"277b0f15a1ce40fbc36aad84ab7bf7337296654d","datavalue":{"value":{"entity-type":"item","numeric-id":314970,"id":"Q314970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$DEBDA7A2-8A97-48DC-933A-7C7133D12DFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"80697f593bf5c7ad95a1976c1e716c9c9f448da3","datavalue":{"value":{"entity-type":"item","numeric-id":290699,"id":"Q290699"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$316B3DA7-B8DC-4147-892D-8571C11A73B0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"e5ea7bc024fe2946ca15646035f056e2ab96db7a","datavalue":{"value":{"entity-type":"item","numeric-id":169945,"id":"Q169945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$E64442B1-A406-4DB3-AE70-6667D7FE9B41","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c2abc0aefb7bc0228c8adbe9d8dd479925c1b7f9","datavalue":{"value":{"time":"+2019-02-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1727323$6446B781-1C85-459E-9FF3-A5128042BAFA","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2c45076d65d707a35d1c89a6eff0bac6a2394ddd","datavalue":{"value":"Summary: This paper proposes a second-order jump diffusion model to study the jump dynamics of stock market returns via adding a jump term to traditional diffusion model. We develop an appropriate maximum likelihood approach to estimate model parameters. A simulation study is conducted to evaluate the performance of the estimation method in finite samples. Furthermore, we consider a likelihood ratio test to identify the statistically significant presence of jump factor. The empirical analysis of stock market data from North America, Asia, and Europe is provided for illustration.","type":"string"},"datatype":"string"},"type":"statement","id":"Q1727323$5EF94CE9-97CB-4845-9E17-0D1DCD2F3382","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$E0717E8E-36BB-4E7C-87BB-5CFA1C84B982","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$A7473A2C-4AA9-4749-BC68-0F4088257923","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"508f766b7e9c2eeaec5efc12a64dc8db1872dec8","datavalue":{"value":"93E10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$31E385D7-1553-487C-A5BE-F2A72D309772","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$6B5C35CD-AF70-4E41-88E7-91F9279B11AA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"706eeeece89d96948a34acaf725c3b8a3c08bbdb","datavalue":{"value":"7026733","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$2C6BFDC1-0A3E-4417-8574-E762DE0CB0BA","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a709ac7c97c67049e241e0b036253f1d955c589a","datavalue":{"value":{"entity-type":"item","numeric-id":13313,"id":"Q13313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$033D9E40-D7DF-4236-B804-24CAA405654C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"b42d4a8ff78b1dff5eaa3dec29c31bcecbe27dc8","datavalue":{"value":{"entity-type":"item","numeric-id":22782,"id":"Q22782"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$E86C5E18-299B-4594-92CF-A1F3D78B9E77","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":"Q1727323$30014BCC-DE0B-4196-B65E-FFBF4B5D906E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"db0a1e10c4d9a46c7fe0eed38cc176ffc08d7747","datavalue":{"value":"https://doi.org/10.1155/2018/9549707","type":"string"},"datatype":"url"},"type":"statement","id":"Q1727323$14158A90-FAE3-4712-B4AA-06EADBB062DE","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d447ad52d19fcf5b8d0b64dd0f3cd6c522a22549","datavalue":{"value":"W2807798063","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$6980F74D-28FB-46CE-AA51-F88B06E4D47A","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"e52b05bdd6168c12bc98da024728271dff2e476c","datavalue":{"value":{"entity-type":"item","numeric-id":2886970,"id":"Q2886970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$D155A62A-3F0E-4D75-91D0-EDE867621D43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ecc4002de0a0a594017e64a94b9b84c994efacf","datavalue":{"value":{"entity-type":"item","numeric-id":3083789,"id":"Q3083789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$2BA3F0DB-2F56-44DA-BD87-F624F8ED680F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e6c6ad7e48e0479090f20c4e9542038d68f9a740","datavalue":{"value":{"entity-type":"item","numeric-id":1928377,"id":"Q1928377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$04968321-5AC6-4046-955F-9FBD6333DCE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"92ee6a1a83520c27c3d46e993845859d574a5bf8","datavalue":{"value":{"entity-type":"item","numeric-id":5265876,"id":"Q5265876"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$1C0765FE-3008-4DF3-8C96-FCF3E5F8C8E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a6d96f704573967b60c4d62a0a419345db8dd5d","datavalue":{"value":{"entity-type":"item","numeric-id":952860,"id":"Q952860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$4E2F697B-AF11-4912-B800-A84496FED81C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"60c5d1993a4f5b4241ee2c3fed26dfd56be81e5d","datavalue":{"value":{"entity-type":"item","numeric-id":291102,"id":"Q291102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$5F46C0CD-D706-46ED-97B1-3677ED54E420","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5570bd60815a3d14c6f3ac803b4eda7c0cac6f47","datavalue":{"value":{"entity-type":"item","numeric-id":4450669,"id":"Q4450669"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$7566180C-9DD9-4C4C-9F08-E18E52078220","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6ed927fbe5272bb9bb5b1b0ce4e85708fd6ab431","datavalue":{"value":{"entity-type":"item","numeric-id":1695433,"id":"Q1695433"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$98136DAF-2414-4526-BDE1-B9615ADBF4DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a0590a762d190d569db3ad3c18b51b9c6692d407","datavalue":{"value":{"entity-type":"item","numeric-id":495460,"id":"Q495460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$22E60EA2-8DD7-440A-B5EC-A412E6DD7872","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2629e53d01013613166f0c166c1fd5d2a514bc75","datavalue":{"value":{"entity-type":"item","numeric-id":2762606,"id":"Q2762606"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$D6827957-4AD5-4000-831D-380F13677C70","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"814b1ddb359692ba4f1f66a7a2d87cad079015b3","datavalue":{"value":{"entity-type":"item","numeric-id":3499078,"id":"Q3499078"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$A416ABC6-F282-477B-93D4-316C19B4B46A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd2e869a68629aea377d9c1adcf326e240c09574","datavalue":{"value":{"entity-type":"item","numeric-id":5087452,"id":"Q5087452"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$2A2D0594-2B02-4B10-83C2-F85888D9B508","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63bb60230187bfc318bc4ba7cc2d831443d8ca99","datavalue":{"value":{"entity-type":"item","numeric-id":977000,"id":"Q977000"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$19348BC3-A6FB-41C6-99F2-8FB6C48FB5F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"40fd226da48e6ea062856d795330b78d379698bd","datavalue":{"value":{"entity-type":"item","numeric-id":4979080,"id":"Q4979080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$1F091BAA-C101-4F33-9D46-262F2C1592E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"986856112d666c8ae8e30bd5263a5c8ef01bce7c","datavalue":{"value":{"entity-type":"item","numeric-id":3942247,"id":"Q3942247"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$8CAC9604-FEBB-4F10-B69A-245D07E8CD09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9d0b94ee0591aec281ec70f3c14596ed525e863","datavalue":{"value":{"entity-type":"item","numeric-id":3925034,"id":"Q3925034"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$95286729-DF0C-43B0-B1D5-A51438C0313A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7ce708458c2742bc4d52d2f6becc2b4c6ed8f07c","datavalue":{"value":{"entity-type":"item","numeric-id":439294,"id":"Q439294"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$D932AA2B-17BC-4935-8898-46CF5C55A186","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f7c47d8e3e427ed7de73709c50ff779dc515dadf","datavalue":{"value":{"entity-type":"item","numeric-id":2513542,"id":"Q2513542"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$26D56CF2-0AFD-4171-A36D-336FA2EDE56B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb9ac99ecc4d80995bc08cded5c237e67301c9d3","datavalue":{"value":{"entity-type":"item","numeric-id":1950734,"id":"Q1950734"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$F64C5013-EBE1-4242-8ED9-D354900500C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e46151029ce900c99b2e4a0c6bf33dfaca4f8f98","datavalue":{"value":{"entity-type":"item","numeric-id":2198474,"id":"Q2198474"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$59D59F32-B983-41F6-9984-54B7AC479741","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b93de8c35b45b6315d528036121f4b88feb70b4","datavalue":{"value":{"entity-type":"item","numeric-id":718417,"id":"Q718417"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$F0B4FF44-DEBE-4A17-AB33-9BE1E5626334","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"42ecc4085da9be1e95ad6921fa4584f5e26f3e9f","datavalue":{"value":"Q129724565","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1727323$95789E71-FC86-4F43-B5EE-41CC947D1CD4","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"11e884c404b419bf73ac06e92b37b898e14cb6eb","datavalue":{"value":{"entity-type":"item","numeric-id":5127702,"id":"Q5127702"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0f98b5ddf6a85a64c001174b532c43baa76dde93","datavalue":{"value":{"amount":"+0.7922306060791016","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":"Q1727323$9CD1EC4D-8756-44CA-B11C-A0C2FA49B616","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d9a7adfc3f9076a61ffeaa82fe45ce3e93159f1","datavalue":{"value":{"entity-type":"item","numeric-id":301970,"id":"Q301970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a81ce5de32df3728d6f630ebecf0e43c170059b","datavalue":{"value":{"amount":"+0.7863031029701233","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727323$C7776E76-8AA4-4549-9BB4-6DB1C3FF6AF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bab919437821180fcc7bf159288b630bd2a63469","datavalue":{"value":{"entity-type":"item","numeric-id":2931585,"id":"Q2931585"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"32707b1a249ee2933353d9169a24bdac8475297b","datavalue":{"value":{"amount":"+0.7635416984558105","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":"Q1727323$0A22DBB1-0A14-48EC-A5C6-4465AB53EEF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b27a23b131a1846bb02bab4cc52f7a8df090ef55","datavalue":{"value":{"entity-type":"item","numeric-id":4438205,"id":"Q4438205"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9323d0abd4ed19d01071b5234f68ba89be842a4d","datavalue":{"value":{"amount":"+0.7541212439537048","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":"Q1727323$998CDA8E-36DC-4B8C-A148-455A9038CD4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ecbb61c8fd15af4dc2a745f38a64859bbc299223","datavalue":{"value":{"entity-type":"item","numeric-id":929689,"id":"Q929689"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca455efed04ddb6860a12637a0c81f917e46fe6d","datavalue":{"value":{"amount":"+0.7524740695953369","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1727323$BDB39112-DD34-4416-84C7-6ED4D6787B0C","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1727323$9F9D70C7-D479-43AB-9557-BAF818032A1E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Estimation_for_a_second-order_jump_diffusion_model_from_discrete_observations:_application_to_stock_market_returns"}}}}}