{"entities":{"Q1927130":{"pageid":1937872,"ns":120,"title":"Item:Q1927130","lastrevid":51621314,"modified":"2026-01-19T02:57:41Z","type":"item","id":"Q1927130","labels":{"en":{"language":"en","value":"Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6119767"}},"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":"Q1927130$5D036C0B-CF2B-49F0-AC42-24A8952CE724","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"1d1429e6f86097d5616459dbeee08e4435eed0cb","datavalue":{"value":{"text":"Bayesian value-at-risk and expected shortfall forecasting via the asymmetric Laplace distribution","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q1927130$16552C7E-3A25-4F0B-8584-5E84D532C1A5","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"418ed77432a715581d19231fd5cbcb962002af47","datavalue":{"value":"1254.91750","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$D97AF806-2469-4DEB-8333-73D7834522A0","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"a3fc06e9fbf322a9f6c41af825f926da65974fb3","datavalue":{"value":{"entity-type":"item","numeric-id":196900,"id":"Q196900"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$EB80FE75-6D97-4FD1-9AED-0F13692BB07C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"112c9d62b053f7fad490ca6822a7a79db701951c","datavalue":{"value":{"time":"+2012-12-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q1927130$F2E09372-0D00-4750-BE9F-CEF3E33CF7EF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$3187F463-BB2C-445C-8323-838D02ABD545","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$834984D3-F5AC-409C-91DC-DF1CFB040C9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$69424FD6-D0AD-4861-9F43-020B1B251114","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"804d667f83c06f54acf040ee988b33dbb24b7b24","datavalue":{"value":"60J75","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$D62E7CEA-717D-4315-9944-142C97A06EAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2474c99ceba943e04dda4ddfffedfe45f5fdfd62","datavalue":{"value":"62F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$9FC536AB-746E-425C-AFA0-CFDF028EAEE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$1540D5D2-73A9-4F0E-B4A6-36192F5DC15B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6f58e88494ea2600ec9a917d62f54adc1dd87726","datavalue":{"value":"6119767","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$6A2C1E14-64E8-4D95-BC44-67C8EC3D5D3C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"193912abcf82985b084c56563e47e62bc5b1ceb8","datavalue":{"value":"dynamic quantile","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$911CE163-3872-42F3-9EE3-56136E8DDEE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c45818c1d82e363ab8aa5a685bab75f377896a31","datavalue":{"value":"asymmetric Laplace distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$A0FA4BE6-F80A-44C0-A35D-C4FF39FBF118","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"879769cfce3ec335e3629ab59fbbda448a699d0e","datavalue":{"value":"dynamic skewness","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$675DE778-D43C-4CB1-A681-0FB5FFD87992","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$84176F0B-D0EB-481A-949F-64C3C61A9481","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44c89c2af644eba2b4f27d4db9b90c844f51b236","datavalue":{"value":"expected shortfall","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$FAB3E0A2-BA71-4947-A998-8AC6036B4671","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e7302494f657c7bd551d7bf599773f8a885bdc7c","datavalue":{"value":"back-testing","type":"string"},"datatype":"string"},"type":"statement","id":"Q1927130$28C16519-D9E4-4F79-8E49-79AABF6FB42F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"516004f02fae17b2a62df508ff161c848bb00b3c","datavalue":{"value":{"entity-type":"item","numeric-id":590081,"id":"Q590081"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$828C7C49-2099-4AA3-925B-CA16F425E6D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"dfedd90413404637ab95249e9ded3faf41ce0328","datavalue":{"value":{"entity-type":"item","numeric-id":960344,"id":"Q960344"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$C0011A83-7118-426C-AC10-B7B8C6B4737F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"63fb9d21204990dcb63d503a4c118e13b98ffabc","datavalue":{"value":{"entity-type":"item","numeric-id":1566059,"id":"Q1566059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$F19BAD06-04FF-47F4-AFAE-189018AEF697","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a95f9a165a32b1c218102f77f7fbc6a2f2e1d8b7","datavalue":{"value":{"entity-type":"item","numeric-id":53239,"id":"Q53239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$275714BA-20FB-4D48-B260-1FC646B5C5D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$A2D5D5B0-1C26-4549-BCB4-97047A7866EB","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":"Q1927130$D7324DDA-D837-4F15-B376-DE27852C65D0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b7a790ee008cb20a4f2692fe62c649505c7da413","datavalue":{"value":"https://doi.org/10.1016/j.csda.2010.06.018","type":"string"},"datatype":"url"},"type":"statement","id":"Q1927130$9C45CC37-4C9C-4BE8-BEBD-C8A7C010302D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c99e0352cac612604779200dd3ddf073fa8b85ed","datavalue":{"value":"W1975701367","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$1F1D73E6-8B9E-489D-8A1B-916F1AA91F43","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$6EC235B3-FC1E-4863-A288-C97231167335","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"869a85c3771185b70f606229676a476ecd55d88c","datavalue":{"value":{"entity-type":"item","numeric-id":4665862,"id":"Q4665862"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$A59968F8-0059-4071-8E6E-1A043E43BE25","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":"Q1927130$1C25A233-7C6E-46CF-AAC9-D85836234D9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf2a5cb07f73e4686c7e2d755a16562c2a626f8f","datavalue":{"value":{"entity-type":"item","numeric-id":2771732,"id":"Q2771732"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$1E5739B1-EFFB-4704-9B55-317B6EE23884","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fd5113ca84431b3f98c4e4f105754d8b7eeb3026","datavalue":{"value":{"entity-type":"item","numeric-id":4220711,"id":"Q4220711"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$F2589AB6-6AA8-4BAD-9548-84EF008C662C","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":"Q1927130$9A36A7D9-59A6-41E2-B440-65C888769FF4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e17f57bbd15c88175be2a27c40c42d934c7e485d","datavalue":{"value":{"entity-type":"item","numeric-id":3434188,"id":"Q3434188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$B95E673E-EEC6-4355-B3C5-6A0CEDEF827E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ff9b3f2feb426e2feac2081734bd81e29f48ae08","datavalue":{"value":{"entity-type":"item","numeric-id":4864274,"id":"Q4864274"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$9D0E588E-B31B-45F1-A0B5-C9FC636C52E1","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":"Q1927130$2713A7A5-8408-477C-9BD8-977B58DECC5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"741e30ceb0a83e043199aa0c9fefa3fb42ab37d6","datavalue":{"value":{"entity-type":"item","numeric-id":5624533,"id":"Q5624533"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$E6242C4C-32B9-46B0-B77D-5565CC6AB2CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dc36c8f7bc31995fb4737bd4513128f7c1cac770","datavalue":{"value":{"entity-type":"item","numeric-id":1229542,"id":"Q1229542"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$512BEFAC-6F6B-41CD-936E-0337A0CB5170","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b132f1479121316f9a287053cd94f6610dd03700","datavalue":{"value":{"entity-type":"item","numeric-id":280238,"id":"Q280238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$06E4A634-5F14-464D-8E05-38965E54E640","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e20621e682acecd4b088a916a2ce24ef3fc8d352","datavalue":{"value":{"entity-type":"item","numeric-id":5697633,"id":"Q5697633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$AEEE9A73-4807-4607-9DDA-A0F4210D57D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f7a4395e9c8d8c6eebf2b945dd6d87402f3d1e5","datavalue":{"value":{"entity-type":"item","numeric-id":5706744,"id":"Q5706744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$0D3CFDA2-8C03-4BBB-9C8D-54493D0AE5B5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"672b7c767d322e7abf654e0a6ad5e1961e56023b","datavalue":{"value":{"entity-type":"item","numeric-id":5218675,"id":"Q5218675"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$1B848C24-DA5D-4D53-AF80-A57ED2F8C086","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$313ADA38-FB02-4185-8432-DDDD9D717F4D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d30c4f198b9f976f6e1c5ee152845a1bdf076f79","datavalue":{"value":{"entity-type":"item","numeric-id":2445637,"id":"Q2445637"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$30F69F47-37E0-48B6-9906-370C09270F43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce55798211a9165b5921b4003501948da57b945a","datavalue":{"value":{"entity-type":"item","numeric-id":5697385,"id":"Q5697385"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$E36DC86B-D90B-4478-A105-B0F62B503771","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28fbd710add1b25f311b1b3cd556007fb1cb4202","datavalue":{"value":{"entity-type":"item","numeric-id":5953887,"id":"Q5953887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q1927130$4A9B1ECF-5DA5-417A-A927-B0556F256823","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d9c81f8cb3aede980531dc75a1fb392d4123b625","datavalue":{"value":"10.1016/J.CSDA.2010.06.018","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q1927130$83D63D63-7B2F-4251-B7CC-E757191F1195","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8ddfd7393c543ff055c5e58407457b024d060dc","datavalue":{"value":{"entity-type":"item","numeric-id":4687293,"id":"Q4687293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb04a304a4b3ddf464001db29a3ef143a7fc041b","datavalue":{"value":{"amount":"+0.8293876647949219","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":"Q1927130$46C90C7D-EB04-470A-B1DD-ECFA23C4E1F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b71136f80136ef10abcf3563d5677e7df76aa4ed","datavalue":{"value":{"entity-type":"item","numeric-id":4687339,"id":"Q4687339"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"de8d82b1469c03fb8d4ddff45f38f2f607dc18d9","datavalue":{"value":{"amount":"+0.8175433874130249","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":"Q1927130$6F7DD646-E92B-466B-B190-BEA35139EF92","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cc71748d1f40c2dde4229c635f8a6edd9a78283f","datavalue":{"value":{"entity-type":"item","numeric-id":4620201,"id":"Q4620201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8a8318bd922759928eaca11da6097d17f3d6e4d0","datavalue":{"value":{"amount":"+0.8161653876304626","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":"Q1927130$17CC29CF-5DF9-4531-BC87-F5E655037965","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f975c6eec7d82ae1bfa34bcfcdae416548eacac8","datavalue":{"value":{"entity-type":"item","numeric-id":1748665,"id":"Q1748665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fd5d56b4ecbaf76381cc0549f5931b68feeb203f","datavalue":{"value":{"amount":"+0.8156129121780396","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":"Q1927130$82C13C1D-43CE-4C17-964C-59CD0E08F4C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a995d3858b4d7043278001954fb467f48c5457fe","datavalue":{"value":{"entity-type":"item","numeric-id":6158402,"id":"Q6158402"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"881d747d803666c76e9bd576cf94c6f8101ed5a0","datavalue":{"value":{"amount":"+0.809378445148468","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q1927130$ABC23C03-13DD-420D-8656-64AB2B32AB2A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:1927130","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:1927130"}}}}}