{"entities":{"Q2175635":{"pageid":2186378,"ns":120,"title":"Item:Q2175635","lastrevid":71474928,"modified":"2026-04-13T22:30:34Z","type":"item","id":"Q2175635","labels":{"en":{"language":"en","value":"Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7195072"}},"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":"Q2175635$A92114D6-6705-4D09-BF9E-98AA780E0C9D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a750de2875df45fa98f79be9f150b8db18aef5d7","datavalue":{"value":{"text":"Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2175635$49C28ABD-84F5-4BD6-AFE0-982D63393D73","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4d3e7b04d0bd4c97334aa917a676a6d85043f731","datavalue":{"value":"1437.62332","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$76DA873A-E80A-4B8E-BEA3-CA83956FDBB2","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c61d35f3ea16022eb5b1c588fe26bb8911424cbd","datavalue":{"value":{"entity-type":"item","numeric-id":2175634,"id":"Q2175634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$1AF4C365-4471-4135-9473-FA565FBA678E","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c04c0aa73445114ccad8ca80f237696c280ad285","datavalue":{"value":{"entity-type":"item","numeric-id":64295,"id":"Q64295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$E0442E90-DCE8-4A66-B7A4-C72D793D0C22","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ce2e4d67bcb4c2c2fdc795276eac481d2c3c6d16","datavalue":{"value":{"time":"+2020-04-29T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2175635$3F384DFA-3D40-449A-92E6-2436A6D1FFD1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$942EDACF-2708-4DB2-B9A7-8CD5AC513092","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$E0D59DD2-55D7-4823-9491-885F45415048","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1488b61c4e1e0d3fadd2b5e941969f253e979101","datavalue":{"value":"62H25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$75F995AB-E206-4442-8036-8EBDE1C0FAE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$FD142674-B6D6-4914-B728-BC76824A7996","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"f107e70765ccd3a74cdbbe010d608bd48c2b16ab","datavalue":{"value":"7195072","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$6A08795A-25BE-4FE4-8C63-E20213F3BA9B","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"523f5d1b3e1e2fa391985a604f3a11973274874b","datavalue":{"value":"volatility impulse response function (VIRF)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2175635$DB788BB6-554E-4D3D-9328-7E731F1E14AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"457ccee17b852b65426fcbb88656e55e6b012073","datavalue":{"value":"independent component analysis (ICA)","type":"string"},"datatype":"string"},"type":"statement","id":"Q2175635$9522E047-86E0-448E-A302-39F6D58E6F79","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"920b849b50f1ccd0cb2f9167f03a928d981c0909","datavalue":{"value":"GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q2175635$B52235DF-2538-40A9-AF42-97B486F0B4A1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"44058905f71d7d15dcc9f9bab84bd447e4cac7e3","datavalue":{"value":"SVAR","type":"string"},"datatype":"string"},"type":"statement","id":"Q2175635$C4EADE67-DAD4-4F20-B7A0-19AC38AB25C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fb6aede855b0fcc08b97d0e322e197826ad26bd5","datavalue":{"value":"volatility causality","type":"string"},"datatype":"string"},"type":"statement","id":"Q2175635$5A21119E-F9DF-4425-BE1D-6A14469E284A","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a709ac7c97c67049e241e0b036253f1d955c589a","datavalue":{"value":{"entity-type":"item","numeric-id":13313,"id":"Q13313"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$4ABCC7E5-CC5F-4EE5-B571-602279FFB15A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"8df2cade913d80e864fcc018ca7b5b7bc9161578","datavalue":{"value":{"entity-type":"item","numeric-id":23075,"id":"Q23075"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$C3953105-C35B-453D-A05E-1F14C0D5DC37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"14c3a7d49597c73fefe4dfe277f9e858f5ca00c2","datavalue":{"value":{"entity-type":"item","numeric-id":37728,"id":"Q37728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$F40E4ABA-5922-4A5C-A27B-5A2E3E50610A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"f578b95fdcebd7fbfbb665e4b0366c5b8784ffba","datavalue":{"value":{"entity-type":"item","numeric-id":37729,"id":"Q37729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$73C6F30B-B480-4AF2-A1D2-5000AA6DC5C6","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$E02974E6-DE80-4EBD-BCB8-1031B424975E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"80ad42ef177fc656c429d7d6edd03d21e8811721","datavalue":{"value":"https://doi.org/10.1007/s00362-017-0919-3","type":"string"},"datatype":"url"},"type":"statement","id":"Q2175635$5E60B336-6DB0-4F68-B68D-86110846CA4F","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"0b8581a08688b307feef92eb7bb0e08a0077af33","datavalue":{"value":"W2624319100","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$C9833AAC-2442-4A9E-B63D-C42A91C7F3C5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b3a1151a8c1e8dc75327c5d25a5a913573107c49","datavalue":{"value":{"entity-type":"item","numeric-id":3507975,"id":"Q3507975"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$F3E37A01-3207-40CE-9E0C-716E8A8C23B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$BC9F16EC-1044-4D94-8D50-0D16C8D98CEA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ddd555d334945c3f3ebd5aac58427d834e539c58","datavalue":{"value":{"entity-type":"item","numeric-id":1591488,"id":"Q1591488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$D4508E2F-F640-4C40-85D6-47042A4E1DB9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"683c5184326975e12b85eb654c1e668f448e04bd","datavalue":{"value":{"entity-type":"item","numeric-id":1623451,"id":"Q1623451"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$AC2A350F-2F4B-47D8-A23F-DF568E611A3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ea66bba556e3713b1eb90894905147d459a95a2","datavalue":{"value":{"entity-type":"item","numeric-id":840975,"id":"Q840975"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$B31FEF54-2844-4604-9B4A-1D4A2BDEF382","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":"Q2175635$0FD65B71-C0EE-4B28-8326-E2AF56C91332","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a48beac626f84b871497ab23f0f8b9e1e4374cd8","datavalue":{"value":{"entity-type":"item","numeric-id":2896095,"id":"Q2896095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$BD10BC93-0A2C-4754-9381-3608B81A529E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"49308b1e0034e9584c579e0421111ba387485e11","datavalue":{"value":{"entity-type":"item","numeric-id":5519710,"id":"Q5519710"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$E21293FE-21D6-4DCB-B584-F89837B0C570","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"95fc9e5cfc160258e97e6a1e7db2cc4b8e28c2fe","datavalue":{"value":{"entity-type":"item","numeric-id":3174031,"id":"Q3174031"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$9955E7EC-0EEE-41A7-ACB2-74BDE187EF6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f21cf02ff962b3e15a5219dc0395eebe9f13ec5","datavalue":{"value":{"entity-type":"item","numeric-id":5706503,"id":"Q5706503"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2175635$1836A73C-B5EB-41F2-98BD-885B46DBB519","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"5cb09c354b2440be498924b52482f3b4adf729b3","datavalue":{"value":"10.1007/S00362-017-0919-3","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2175635$4CD5AA78-7426-451F-A92C-BEDA7EB5D1A7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7402326ddac5fec3279126d32c1066ff433100e8","datavalue":{"value":{"entity-type":"item","numeric-id":3307800,"id":"Q3307800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c0eca6671c621f558d1f033ee623587cc6c32aae","datavalue":{"value":{"amount":"+0.7954066395759583","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":"Q2175635$285274DC-1673-4095-942B-B84D337DABB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c222daf5893d9ee7673cbbf58ac7396b0b06a4e4","datavalue":{"value":{"entity-type":"item","numeric-id":5127660,"id":"Q5127660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a883d47ec146dee82a5fb1f1f7483df7624c1dd6","datavalue":{"value":{"amount":"+0.753334641456604","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2175635$A249BBC1-DEC7-4B89-883D-28233C6A4DBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bfbf6e590de3f79d2897a58cfedf127a321c349c","datavalue":{"value":{"entity-type":"item","numeric-id":5111846,"id":"Q5111846"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fb4199e0a6209f0ed286dbb8b6b5958889fec0e2","datavalue":{"value":{"amount":"+0.7462631464004517","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":"Q2175635$7BB09ECB-69DE-4062-A2AB-BC6E84783827","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"90051bf0df4449edffdb50d977381532c7870a9f","datavalue":{"value":{"entity-type":"item","numeric-id":2102887,"id":"Q2102887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"97e0a406e58dacad67ec2ef747d9c57f0a5cbca9","datavalue":{"value":{"amount":"+0.7222944498062134","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2175635$FE166106-DF2C-4446-B4EE-6DE382AED4DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"59f4ada339763d0605d50b10e6af8fc309158392","datavalue":{"value":{"entity-type":"item","numeric-id":2896095,"id":"Q2896095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1cf25828c3ed3c376cfb50493ae1b1c91c12ad70","datavalue":{"value":{"amount":"+0.7175688147544861","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":"Q2175635$A23DAD12-85CD-4FEC-A9D4-87D3B247D791","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis","badges":[]}}}}}