{"entities":{"Q2116335":{"pageid":2127078,"ns":120,"title":"Item:Q2116335","lastrevid":57095448,"modified":"2026-03-26T14:52:42Z","type":"item","id":"Q2116335","labels":{"en":{"language":"en","value":"Identification of structural multivariate GARCH models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7491156"}},"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":"Q2116335$1C7A6177-96A7-4F12-A73C-3F5CACF2E884","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8ad95da3a4956701807b1a34f536aef8a1ef8f21","datavalue":{"value":{"text":"Identification of structural multivariate GARCH models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2116335$3B3B0EBE-8AA7-4C48-8433-F1FC3B9F9634","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f85f075718be8035c743cbd239b868708dbde66b","datavalue":{"value":{"entity-type":"item","numeric-id":265019,"id":"Q265019"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$431D18A8-36B8-4FD1-9585-69125C72EB39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f52d55e79604c8633a52171e83eedc375c350860","datavalue":{"value":{"entity-type":"item","numeric-id":2116334,"id":"Q2116334"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$7A8AFF07-C8C0-4E1C-AB44-270A1FE8D2BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a560c2e4a27cbd7880d86ea88b30e79812af2981","datavalue":{"value":{"entity-type":"item","numeric-id":290973,"id":"Q290973"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$F77CBCB4-5A1F-4800-8501-74E190B5A627","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":"Q2116335$39503368-22A3-4CBD-8072-124D56D80D52","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"cf85ec0fb7995eedce0ecaa33ee1660acab63538","datavalue":{"value":{"time":"+2022-03-16T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2116335$EB3EC3C7-9C7B-4DA0-A708-8DC52D41986C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"923277c2ca15164b9d1e9edd451ca037b356ac9e","datavalue":{"value":"62-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2116335$9843C21F-D83C-4431-9923-327CE2E0176B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2bfaecbf584554114e0043b0c6c7bffb91e17209","datavalue":{"value":"91-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2116335$6119628E-E893-4DB4-A741-C587FB695EBD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6d00e7d3a36f9c4d2156bf9e9d83408b2ae41b24","datavalue":{"value":"7491156","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2116335$369FEE3C-A914-42CE-9D2D-7BCC777B2169","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8b53710cee45951b9001efd0d70fcdcac816d6b1","datavalue":{"value":"structural innovations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2116335$DA74A4CD-18B9-491C-AC2E-0DD16ECC8C5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2da2de999f90d8d1eed65d2b75fd50ca460ba1c6","datavalue":{"value":"identifying assumptions","type":"string"},"datatype":"string"},"type":"statement","id":"Q2116335$08EADDEE-0DC3-470D-B6E2-163E06F37701","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"42834c595705ae00b3ad2264ba98021200005b09","datavalue":{"value":"MGARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q2116335$52A06EB5-8501-4D55-A512-D995DFF20CA9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1094f6704708fc9e02acd4e75cc5d4c7b37f36d8","datavalue":{"value":"portfolio risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2116335$49E7774B-B9D2-4C7D-9FD1-D4E92B95BEBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a56b510314d50e0ce75e703b7f2803413050506d","datavalue":{"value":"volatility transmission","type":"string"},"datatype":"string"},"type":"statement","id":"Q2116335$5F252AC6-C08C-4448-8B21-9A15CA206586","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$D614C3A0-4019-475C-B962-7E434B18FAD3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"dcd76355a7e1d77993801100365d877bbbbfed8f","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2020.07.019","type":"string"},"datatype":"url"},"type":"statement","id":"Q2116335$4E22C162-BF5E-4C28-9205-BDC2D7B2FF22","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b0d5c53418223c74e5e2737a4ea09a4f5bd1a0e0","datavalue":{"value":"W2889469153","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2116335$6E854351-3F68-43EE-9863-505B67E33779","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"56f3ec23cd038ecd2d7db9f406931d24853ab9fb","datavalue":{"value":{"entity-type":"item","numeric-id":719379,"id":"Q719379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$A3831AE1-219F-4A21-860B-7F9B9641B551","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a11e5683eb50e74954924746a0a92ce05d18c9a2","datavalue":{"value":{"entity-type":"item","numeric-id":1324521,"id":"Q1324521"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$D1368F72-EDFA-450C-956A-BC2F53D41A28","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa36d830b1124f57ea737faff6b2c49e94f1861e","datavalue":{"value":{"entity-type":"item","numeric-id":1867194,"id":"Q1867194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$AB37F182-8918-466B-BB3C-83ECD14893FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"902f8ee5cda74702d9efcc0151dc62ec562fbe0a","datavalue":{"value":{"entity-type":"item","numeric-id":997376,"id":"Q997376"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$5226EF8D-83A1-427D-8879-9754D461786B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c85d4bd7cdc177d98734a08271d5e5807f906e14","datavalue":{"value":{"entity-type":"item","numeric-id":341899,"id":"Q341899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$A1759DC3-CA0C-45EF-A35A-32B35C5E29B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cd200abd41b8aef684d2150a20964b8be0a22cb9","datavalue":{"value":{"entity-type":"item","numeric-id":842922,"id":"Q842922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$8A092C62-0697-423F-B685-C7C88430A230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bcd9ce6560379eb84fe9ba6b08dcd160c98d7acf","datavalue":{"value":{"entity-type":"item","numeric-id":2886942,"id":"Q2886942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$2FE6B2DC-3B1E-461B-811F-E9B7EB66247D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b123a49aaef5107d5d1b7ff64afed69040f54e05","datavalue":{"value":{"entity-type":"item","numeric-id":5832678,"id":"Q5832678"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$484F386D-E7DD-4CBB-ADBD-A8BFD2C35A36","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aef48055de193b83fc8e633a46afc1ca7c7aaf98","datavalue":{"value":{"entity-type":"item","numeric-id":77374,"id":"Q77374"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$6C9406CF-3EC8-44C0-8A7A-C992B3B4EBFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b923963f796396c5a3690a509948284b200b47c","datavalue":{"value":{"entity-type":"item","numeric-id":4561954,"id":"Q4561954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$CD904AD9-1FE1-4736-BFB3-461CC05E44FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f17c8e8c26171da417f37e8becbd766305f6185","datavalue":{"value":{"entity-type":"item","numeric-id":4716820,"id":"Q4716820"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$7A6BD722-660E-47C3-8FD4-09D30E467365","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"719a0a83a92a56dafc6aad3c4d7c2a8c91b33f59","datavalue":{"value":{"entity-type":"item","numeric-id":5364955,"id":"Q5364955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$71A20745-779E-485D-93F0-5C6F5F1D97B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"284c30ccb774851b53de6f9c6fa712f6be19036e","datavalue":{"value":{"entity-type":"item","numeric-id":254467,"id":"Q254467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2116335$867D0CA4-20D6-4931-A55D-003DB9692737","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"22005812eefc0194a3e452ac6b8daa953c401062","datavalue":{"value":"10.1016/J.JECONOM.2020.07.019","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2116335$CC9596FF-0C32-4280-B4E8-3E4BA1EAA6FF","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":"Q2116335$49C5E9A9-4BEC-4CCC-9863-72BC63CF244F","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2116335","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2116335"}}}}}