{"entities":{"Q1782322":{"pageid":1793064,"ns":120,"title":"Item:Q1782322","lastrevid":74137179,"modified":"2026-04-14T18:33:09Z","type":"item","id":"Q1782322","labels":{"en":{"language":"en","value":"The time-varying GARCH-in-mean model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6939405"}},"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":"Q1782322$300CB9D4-27BD-4D31-A896-45CCDAC11ED9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cc528c546a3a95d77075c25641818fb3b4ac45cb","datavalue":{"value":{"text":"The time-varying GARCH-in-mean model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1782322$ABE26ECB-15A7-4BDC-A0F5-BEC743FECC50","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"b53d9c8f634d0adf97f30d174dc5faf77e565e94","datavalue":{"value":"1398.91681","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$2C107FBD-C251-4F4E-9C02-B832ECA518EE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9f803305450512b9a49442f3c2d76d99ed166c24","datavalue":{"value":{"entity-type":"item","numeric-id":1680190,"id":"Q1680190"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$D4FB190C-01F0-48E4-B86D-F317924FAAB1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"63a07b84aa9c87db98189586ec54a02031e131d5","datavalue":{"value":{"entity-type":"item","numeric-id":110123,"id":"Q110123"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$21FD4657-1AE0-4CCE-AD99-B608F8C26491","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"45b0b308b892e14a056523b8ca557a64add37a38","datavalue":{"value":{"time":"+2018-09-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1782322$A092A217-63A5-488B-93FF-425D5A31E4FF","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f9441c3514d7278cf2d4f4254df1461076e262af","datavalue":{"value":"https://pure.au.dk/ws/files/142406888/Dias_2017_The_time_varying_garch_in_mean_model.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q1782322$EDE13111-D9D9-4961-990D-EAF5AAEB87FB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$BD9C21E5-1CD0-4DCA-AE8E-F529ECFC0319","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$739E43F9-2871-46E4-A99A-10D7BD062DE0","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b10585b2a9456b00693f700a043b4e54a2338c25","datavalue":{"value":"6939405","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$BC40D8C5-1577-4DD8-8E48-63E08036AFC1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5bb80c149f9f99678aa95908fd533d7dac0d8c55","datavalue":{"value":"risk-return tradeoff","type":"string"},"datatype":"string"},"type":"statement","id":"Q1782322$CE63A9F1-AF8A-49FE-8534-EFEEC8EF3AF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"210a094dc45ad38738664e3606dff3b997700798","datavalue":{"value":"time-varying coefficients","type":"string"},"datatype":"string"},"type":"statement","id":"Q1782322$C64E74CE-95FF-4CCA-B6DB-D4286BDAA35A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ef28d88f3ec04a72e8a8874d507ac7c2a4e75e8","datavalue":{"value":"iterative estimators","type":"string"},"datatype":"string"},"type":"statement","id":"Q1782322$AE8F98DB-B4A9-496A-9C67-DA3F7C68847E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5084e0d9b65314613bc875b11b7ca1ada9283617","datavalue":{"value":"GARCH-type models","type":"string"},"datatype":"string"},"type":"statement","id":"Q1782322$62EFFEA3-68B9-4832-8EEC-3F6B6752D08A","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":"Q1782322$4CD4CE99-C23A-491E-B96E-12F769E77327","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"1d1961d5782a749b227cfd9d43fc0e8304ab3d5b","datavalue":{"value":"W2610452110","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$FA360DA1-617E-415B-A6EB-3F1792E6CE39","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b5657ce8c40d1e89b871122429b5770a8fc32b30","datavalue":{"value":{"entity-type":"item","numeric-id":5864358,"id":"Q5864358"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$457E2295-D4E1-4EF9-B9AF-AB103B549845","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74a036051eb7a25db09ec420820b7ef006dada1d","datavalue":{"value":{"entity-type":"item","numeric-id":738173,"id":"Q738173"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$05986B45-0678-4CD1-B78E-998BD0F52207","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8257859ed63262b6872df348c16242960dbe6ef4","datavalue":{"value":{"entity-type":"item","numeric-id":308384,"id":"Q308384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$D4BBBA89-C3A3-4998-859C-88B660A10AA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4c6bd299caef07f1f48da377f5755e389d46739c","datavalue":{"value":{"entity-type":"item","numeric-id":3377455,"id":"Q3377455"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$4FEE0387-6EEC-4582-A951-1FDA4D19953C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fc9a4ae1ecaf52dc1aaea1348533586425ee34e5","datavalue":{"value":{"entity-type":"item","numeric-id":2512638,"id":"Q2512638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$86C37764-6B40-4B57-9D5C-3BAB2777B309","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"abe2c64d4f98738c77bc65df67f428bfdd22ec21","datavalue":{"value":{"entity-type":"item","numeric-id":4770167,"id":"Q4770167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1782322$4E656809-71BF-4A87-9BBD-6A98110004EE","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"b7be7644274ac1e37e20e5a1a0852b274f17cc25","datavalue":{"value":"10.1016/J.ECONLET.2017.06.005","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1782322$FC29DCE4-475B-4F2C-B97F-B6B654CDF6DE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fa0a206cc7df3bf91ad8cd3f7686bdfd39b48ae0","datavalue":{"value":{"entity-type":"item","numeric-id":4828167,"id":"Q4828167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4bde824ce78acea7d02ac3b733d877edd44d7f97","datavalue":{"value":{"amount":"+0.92715156","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$B52300CA-A846-49DE-8028-D19D6EEE54C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fbc83084192b1e1138c9b53c7ffae25c4cb551b7","datavalue":{"value":{"entity-type":"item","numeric-id":2637362,"id":"Q2637362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"34e0decaebcde1f824b68390a6ab636ca41fcec1","datavalue":{"value":{"amount":"+0.9232601","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$DAA1663F-BAA8-4285-8A2A-B9CECB03A886","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea3b5594400ccc7bea8e51be8705d9cf367b3688","datavalue":{"value":{"entity-type":"item","numeric-id":3574741,"id":"Q3574741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cfefbb0572a572eab9ea49b323f0ed2f3034b8a1","datavalue":{"value":{"amount":"+0.9122888","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$0E991298-5152-453D-80E6-8C799A517AAC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cafa5ffa67339c516e962dc7a0fd6743a7b84aa5","datavalue":{"value":{"entity-type":"item","numeric-id":5299865,"id":"Q5299865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d4d8a490c0963d385880192f7b26826bcebed61b","datavalue":{"value":{"amount":"+0.9090085","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$AC515BE4-F133-4AE2-96C0-8883F6982680","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"78c28d629f643d21f2c8635edbe6c83c4272eca6","datavalue":{"value":{"entity-type":"item","numeric-id":2839046,"id":"Q2839046"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fde5e31989e55120fc0669ef2727ceb0c6bd6945","datavalue":{"value":{"amount":"+0.90837616","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$D1CED47E-DB9B-46DD-9D77-EE801A6E59E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"71913f45c70b29a779bd419ac91edf9c3337b2f2","datavalue":{"value":{"entity-type":"item","numeric-id":257572,"id":"Q257572"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"753e04b113ef6cb8c5b1c2f45a4ad7cda43f06ca","datavalue":{"value":{"amount":"+0.9071903","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$6CB62F13-2861-461D-AA73-2B6B8F2BC1B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8e19fb0288b49fad480c84e1e231c7df07ecfe57","datavalue":{"value":{"entity-type":"item","numeric-id":3646953,"id":"Q3646953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"76b7918ab06f3461b2e160f4f0c18816e3e0b990","datavalue":{"value":{"amount":"+0.90659285","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$8316BE7C-41F5-4069-BA35-A4BE054B673B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d0f7cbc89f8d1b2d609b9f3cba018914f8bee61","datavalue":{"value":{"entity-type":"item","numeric-id":5111841,"id":"Q5111841"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4b3835752a9e6d61c53b7339a79e4eef4dfc817e","datavalue":{"value":{"amount":"+0.89729625","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$69071DDE-E471-4D4C-807F-0DDA9D8C59D3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"582461db712667ba4ae9d77d4d5242b4f554a9d4","datavalue":{"value":{"entity-type":"item","numeric-id":5433115,"id":"Q5433115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c1424a08030fae5e90809982388cb6383aff943a","datavalue":{"value":{"amount":"+0.89530665","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1782322$E4E0702A-B74F-4E4D-93F1-5B60A32820D8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The time-varying GARCH-in-mean model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_time-varying_GARCH-in-mean_model"}}}}}