{"entities":{"Q1867730":{"pageid":1878472,"ns":120,"title":"Item:Q1867730","lastrevid":71570832,"modified":"2026-04-13T23:08:05Z","type":"item","id":"Q1867730","labels":{"en":{"language":"en","value":"Estimating stochastic volatility diffusion using conditional moments of integrated volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1891714"}},"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":"Q1867730$6E9F1C68-46B1-40BC-A2BD-C00ECF50C6BC","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"67f7c28ee27dfcec406a101740a3070dc4342bc0","datavalue":{"value":{"text":"Estimating stochastic volatility diffusion using conditional moments of integrated volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1867730$A015BC80-5B99-47B4-9222-F305D1E9D8B0","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"0a20020c9f0b555fdc43a48677c1b29263691452","datavalue":{"value":"1020.62096","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$C58809C7-69A6-429B-9559-DFD406CAEB25","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"86127094825ac0420e591135e17c9f39d7b20654","datavalue":{"value":"10.1016/S0304-4076(01)00141-5","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$82535492-5361-4E9F-8D6F-8DB53BAC5AEE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"817c48e2437ce35192f40b062ed1152d48ae6af3","datavalue":{"value":{"entity-type":"item","numeric-id":250863,"id":"Q250863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$95D5875C-718B-4E7F-B199-014B9361C704","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3810c39722982e18353d962aa12cb54a1760fc81","datavalue":{"value":{"entity-type":"item","numeric-id":269241,"id":"Q269241"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$7A37879A-BF96-4A2A-A2C9-537FC6B57E46","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$56FD492E-36E6-4722-BC38-5BE619374441","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f699768a497e541193a45e7175e5f9b1c45f87fa","datavalue":{"value":{"time":"+2003-04-02T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1867730$F52C72D9-908A-48D1-AC5E-2B12BCCAAD32","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$2AB4C1C4-8E2C-484E-812A-5CAD714BA485","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$29EAA977-C1F4-470B-9FB4-29105CC9EDF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$13DA0A96-C122-4D01-AD7B-7FFB08E6D657","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2a7b8ed6b382bfd131ad976c10d883654b23b6d6","datavalue":{"value":"1891714","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$92525FCF-D92A-47C7-B8A3-BD2D2B66F84B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"72701cf10e409f155cc317e049cd2aa52b974323","datavalue":{"value":"stochastic volatility diffusions","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$20EF9B8B-F843-45B7-A0C2-8ADB896A426A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f8e68e32a4963af03832c9beedc538b57f5a1a8e","datavalue":{"value":"integrated volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$F29D5C71-E5F5-4D33-9096-5EE4B7CF12EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c03d958cb6a0253c22720f56b0b1809de3c4aa9","datavalue":{"value":"quadratic variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$4EE458FB-3763-49A3-9078-A73EA8D6DF41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48810a2720b1929c9ad56b2c16c1e95f8c91967f","datavalue":{"value":"realized volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$B3E2F4B4-63ED-45F8-9043-F1BEB2856378","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7769cb7539ff1009ec6b3c28d0ab303fe036bd50","datavalue":{"value":"high-frequency data","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$64743C84-9A47-4CC7-80EE-F16B743F0F3B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5d7a3e2db7b3c797e41349c007c09b1650bccb22","datavalue":{"value":"foreign exchange rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$D182592D-561A-4A2B-B9D2-BBC4A0AAECFF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae7e919dd712cfff74ecce7da81847ac4fd5864d","datavalue":{"value":"GMM estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q1867730$C4AA3666-53A9-4B0D-BFBB-B71B03E9A4D3","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$EDC2E813-2141-4931-AC42-61E92AC8FB1E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$21482EB4-2A1D-4A01-843C-A4A1C4CF5A80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$C4B5A90F-660D-4FFC-AEFA-3821C5309C97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64617d61cbfb16e867bea7fd1f875298a19a8692","datavalue":{"value":{"entity-type":"item","numeric-id":2729107,"id":"Q2729107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$D6C54075-A6D1-4C66-9BA0-EF777822978D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9dede9e0e1e9c904c06ab6f2e04ce69b56ff1acc","datavalue":{"value":{"entity-type":"item","numeric-id":1398981,"id":"Q1398981"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$60099895-03A7-439D-9A55-8F845B1B3C92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$D476D3E5-71AD-4FFF-90EC-609865B23AAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4ab2369ebb16248b9d47ad8adf286a7f6fb30ed","datavalue":{"value":{"entity-type":"item","numeric-id":4226871,"id":"Q4226871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$301C6053-6876-4568-92DD-B49BCA4FCD09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"19ed454fd12e6fdd4cf2a75c58fc9777277b5daa","datavalue":{"value":{"entity-type":"item","numeric-id":3142745,"id":"Q3142745"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$98615370-738E-489F-B051-BEE4D1775C53","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$1320857A-F0B6-4534-8B01-EDF522AE9587","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8046c34bc381da7eedbc1f314a166b8488bdca23","datavalue":{"value":{"entity-type":"item","numeric-id":2649707,"id":"Q2649707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$FE9BD87A-C00D-4875-954F-CC30B20FCD32","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"724fc9c2c9c67487ae709a22b09caef7d1165f08","datavalue":{"value":{"entity-type":"item","numeric-id":4364850,"id":"Q4364850"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$2C2BB2F0-9758-4BE1-A315-238FF957FD4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f205c0c2155600884d043f9451cf374c8803b3bc","datavalue":{"value":{"entity-type":"item","numeric-id":737258,"id":"Q737258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$088F5C25-5DA9-480C-812B-199FA4B4B45F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64c65d9a7c706750ea7d1ac2b421e13c92e06c44","datavalue":{"value":{"entity-type":"item","numeric-id":61354,"id":"Q61354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$4C328546-8FE2-4991-A3D6-959799169DD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0190950d9ee5f7a5ef39259c2200732303c80520","datavalue":{"value":{"entity-type":"item","numeric-id":1073525,"id":"Q1073525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$41A76307-8CFD-4713-8039-D2633934C92A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f62c303396b865b99d7bd84631ec75b59e2e41ca","datavalue":{"value":{"entity-type":"item","numeric-id":4859495,"id":"Q4859495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$F89290DE-60ED-4F15-BE95-DD0FDB8A2800","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ec29d8ae3cb6ff03ba4f29c0ad2fa25034b7a025","datavalue":{"value":{"entity-type":"item","numeric-id":4203681,"id":"Q4203681"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$86CFF334-FD44-419B-836E-17082C098251","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$5568EAC0-C11E-4873-A50C-F4B7392527D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbabe7b5a8dc30d21f904c01821165171fc27bcd","datavalue":{"value":{"entity-type":"item","numeric-id":4219769,"id":"Q4219769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$1F009383-2EF7-4363-88F1-A949467C16A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c40408cdcc4006534a226ec8725909223b3bfcdf","datavalue":{"value":{"entity-type":"item","numeric-id":1367140,"id":"Q1367140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$C1A4D96E-E200-4E77-85EE-D9ED3F2D803D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"327b5fcb5f2e57f3ebce5ef1d3dccd6831e4f2f2","datavalue":{"value":{"entity-type":"item","numeric-id":1203152,"id":"Q1203152"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$FD962B63-2653-43DF-892B-99215D8FC0B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d796eb451ef8de392c8fed3bf31cd1191c60c29","datavalue":{"value":{"entity-type":"item","numeric-id":1185106,"id":"Q1185106"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$E5AC165E-A34D-41F0-9222-93376068992E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f04c87d02b81ca291b50decea6a5f483a897224","datavalue":{"value":{"entity-type":"item","numeric-id":3806654,"id":"Q3806654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$6D61AE64-DBE1-45EC-8945-E16489C16152","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43e7e92be8d548eaf9e8a768ec136604d3aaad4d","datavalue":{"value":{"entity-type":"item","numeric-id":1341214,"id":"Q1341214"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$6A7551E4-3AC9-44A2-B019-770F0AA9442C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ee0d186d9c547c6eb62268c9829c4f13d8f15119","datavalue":{"value":{"entity-type":"item","numeric-id":5939360,"id":"Q5939360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$3C439C5A-9E62-40CA-8DA6-68F8A14F0E68","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3948c5d6019a14a63aee630f7d64d87f27ed65f","datavalue":{"value":{"entity-type":"item","numeric-id":115750,"id":"Q115750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1867730$2F003E97-249D-462E-8484-D7C7AE4780C2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"52b8bb69823a772b01b1b29163cdfb02894bc71c","datavalue":{"value":"https://doi.org/10.1016/s0304-4076(01)00141-5","type":"string"},"datatype":"url"},"type":"statement","id":"Q1867730$7689FD87-5360-4976-BC45-90CAB2410C73","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2340202a4d157f4a24026bb84b013a940aa5e32e","datavalue":{"value":"W2040646026","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1867730$4D123191-24C5-4C10-852E-39AF74BE29AB","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7d9a7adfc3f9076a61ffeaa82fe45ce3e93159f1","datavalue":{"value":{"entity-type":"item","numeric-id":301970,"id":"Q301970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9161c09dd15e71329616b3ad3ef937f2688a69b7","datavalue":{"value":{"amount":"+0.834393322467804","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1867730$D8AEE6F5-A601-4415-88E1-6D22FFFA3C3F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e44ff0723895a2772198ea13949480fe3a306786","datavalue":{"value":{"entity-type":"item","numeric-id":1929062,"id":"Q1929062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0300c1b368fd1865edf5ac6731288bfb4390c709","datavalue":{"value":{"amount":"+0.823678195476532","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":"Q1867730$A9280181-AFE1-45BF-B901-2D9AD8B51EED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"517251a41b5c1592566a73944f85e77b1f8bd2f8","datavalue":{"value":{"entity-type":"item","numeric-id":3374324,"id":"Q3374324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a327d4fba00183f4a6ac01fd9a02801bc23be49a","datavalue":{"value":{"amount":"+0.823546826839447","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1867730$A4C802B0-2DA6-4B13-A860-F53EE87DB1DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee474c4b2adfcf0b6d802a0bf0c057f9dbb5efba","datavalue":{"value":{"entity-type":"item","numeric-id":4670770,"id":"Q4670770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ed71beb4ccace4bfed5bf01d3d7863b335be8f7f","datavalue":{"value":{"amount":"+0.8235465288162231","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":"Q1867730$E58E821B-2D9D-46A3-941F-5AC9336EA1A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"66a992b3ce0b201ccccb3a254587cb437ab73560","datavalue":{"value":{"entity-type":"item","numeric-id":737258,"id":"Q737258"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d8c06d4305895c1e55350c580e06d5156013beb","datavalue":{"value":{"amount":"+0.8157935738563538","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":"Q1867730$1D79FD9D-754F-46C0-8EF8-07524DA54DD5","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimating stochastic volatility diffusion using conditional moments of integrated volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Estimating_stochastic_volatility_diffusion_using_conditional_moments_of_integrated_volatility"}}}}}