{"entities":{"Q1926388":{"pageid":1937130,"ns":120,"title":"Item:Q1926388","lastrevid":69320232,"modified":"2026-04-13T06:13:08Z","type":"item","id":"Q1926388","labels":{"en":{"language":"en","value":"Volatility model selection for extremes of financial time series"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6118919"}},"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":"Q1926388$BD5CE7BE-F589-429F-AB3C-A21DE9F78E6B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"c00b6e1ffe7b323f32f30c6bf489a6d987ce67ea","datavalue":{"value":{"text":"Volatility model selection for extremes of financial time series","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1926388$E330D34C-0410-4FD7-A229-5683102EFAAF","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"69c95364744c0bacf9dcb60be65ad0de5c631153","datavalue":{"value":"1254.62108","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$0571BCA6-BC2C-4189-B1A5-2E2807FFB4FE","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f331fa8c360ed43516125d074b7c3609f6a1749d","datavalue":{"value":{"entity-type":"item","numeric-id":1926387,"id":"Q1926387"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1926388$1D7D8C7D-010C-45E3-8598-C5CE38655712","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"39889981beb46fd13b8c76e3f24431c1e40c821f","datavalue":{"value":{"entity-type":"item","numeric-id":186786,"id":"Q186786"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1926388$5D8B3C31-F76B-4AF2-9B84-0CFB3816B56C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c4f1d146edae4b7d1fb7c199d8e4d54181e32d52","datavalue":{"value":{"entity-type":"item","numeric-id":62245,"id":"Q62245"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1926388$F0D6B382-5BE5-4385-976F-73CE6A26488F","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"301689b941ceac320ec3fc788c3edc7451f689da","datavalue":{"value":{"time":"+2012-12-28T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1926388$4E3155F6-C621-433C-8C12-BB3C74A34BF6","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$93E94105-F1E0-468C-8720-FA03BF15AC94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$F749D900-B56B-499A-8369-B0A894B97E12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$E587847D-6726-405D-9919-8A6702B6965D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$94654848-4B2E-464A-A3A0-ADECD14ECFE1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7106593e502c9b98173c37562963ca130b3f0d46","datavalue":{"value":"6118919","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$1F61E356-C22F-48AD-B91B-74CA7A93A755","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f582016da7ca15f7865bef7afa9796d372e30c8e","datavalue":{"value":"coefficient of tail dependence","type":"string"},"datatype":"string"},"type":"statement","id":"Q1926388$ABDFB238-EE33-4591-B855-07F8B1B8C0A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6a6d492557891a5433feff46c56138425e1e2c2c","datavalue":{"value":"conditional tail probability","type":"string"},"datatype":"string"},"type":"statement","id":"Q1926388$666DBECE-08D1-43E7-B37A-3F000FA98963","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q1926388$9D380099-38C1-4400-864D-5D42E459EA5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q1926388$E06110B4-5D2E-4277-AAF0-EFD64A8A05CD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5e708ba923fe8fe9416e7c81c13109bfcec74484","datavalue":{"value":"extremal dependence","type":"string"},"datatype":"string"},"type":"statement","id":"Q1926388$8539A20C-62DB-4C5E-9E1F-1B3501EBC4CF","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":"Q1926388$9D34858E-C2E1-4339-B707-11E25EBAE535","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9f94367a1324a3dc5d57f23f4a1be1257423162a","datavalue":{"value":"https://doi.org/10.1016/j.jspi.2012.08.009","type":"string"},"datatype":"url"},"type":"statement","id":"Q1926388$5DDAAB1E-5311-40A0-A135-A400EAF9C256","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7d4f382c3d1dc101c98386075d379fec02d0fca1","datavalue":{"value":"W1996076425","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$4B6B7342-5A77-4BC1-BE01-463022C3F75F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"eaf88b69e98f5816cf45e2f373fc6d44ff97e337","datavalue":{"value":"10.1016/J.JSPI.2012.08.009","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1926388$EABD16F4-3B00-4727-86AB-0AD1DF701019","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4ded3e3069830ec3982556bb43553f45ce5b19bd","datavalue":{"value":{"entity-type":"item","numeric-id":1044073,"id":"Q1044073"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b18e4a76957d7e25b442cce63bd52bd4cc2ccf79","datavalue":{"value":{"amount":"+0.8211842179298401","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":"Q1926388$1A88F95B-59F9-4014-AF68-E35965981570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"37189a44986003650c4d60b5dafc3b6acc04a3d2","datavalue":{"value":{"entity-type":"item","numeric-id":3646961,"id":"Q3646961"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1e8ea923b575fa84443d1401048335ec89ef97d8","datavalue":{"value":{"amount":"+0.8058260083198547","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1926388$A776E922-2F2E-4644-9560-9DB5A5FE668E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3a711d76759ba93db9f3f7f52f88ecc080b63ac6","datavalue":{"value":{"entity-type":"item","numeric-id":1423365,"id":"Q1423365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cde5dd371bfa30cb4e09391a8ae28638542707b3","datavalue":{"value":{"amount":"+0.7701640129089355","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":"Q1926388$9DC79A90-C214-4388-8B10-E534B941CBD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f299477696d34a94d99c82a64f8afb881116de1","datavalue":{"value":{"entity-type":"item","numeric-id":3615082,"id":"Q3615082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a93d12eae19d0ab15a9fd3075a43516bbb38d878","datavalue":{"value":{"amount":"+0.7676785588264465","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1926388$BD0ECADE-B0EF-487A-9D44-378A0071A6F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"78368a8be95f40273508e2319ef4d3bab0d26f3f","datavalue":{"value":{"entity-type":"item","numeric-id":282541,"id":"Q282541"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"29bed62a0c1895aabdd30c412cd9b79620257cf3","datavalue":{"value":{"amount":"+0.7658697366714478","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":"Q1926388$A1FBE70C-2758-4E9E-BE3C-71BA7A738A12","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Volatility model selection for extremes of financial time series","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Volatility_model_selection_for_extremes_of_financial_time_series"}}}}}