{"entities":{"Q2178387":{"pageid":2189130,"ns":120,"title":"Item:Q2178387","lastrevid":73351269,"modified":"2026-04-14T15:32:54Z","type":"item","id":"Q2178387","labels":{"en":{"language":"en","value":"Downside risk measurement in regime switching stochastic volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7198401"}},"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":"Q2178387$EAF9B5C2-0FDD-4EE4-B9EE-360EF36C8ECF","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"55c66edbb03397edb2f3f127cad0039c79be5242","datavalue":{"value":{"text":"Downside risk measurement in regime switching stochastic volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2178387$71E9D4DA-122B-436B-8B7F-F3A6BF74EBEE","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3f3d4e582eb49b1d9097bb1c6924e1556ef4220b","datavalue":{"value":"1437.91461","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$9AE644DB-736C-4810-A561-38875D0A6A3A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"ecaf1a946e6bd2474c6f24bdb246816355cef6bc","datavalue":{"value":{"entity-type":"item","numeric-id":257230,"id":"Q257230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$461EAF6F-3751-4EC3-909D-DD363D513BE7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$2B2D3456-6004-4594-801D-558810119867","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"19c9f499d49cd858839ed69f06faaba3904265fc","datavalue":{"value":{"time":"+2020-05-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2178387$C8272DEC-DB24-4430-AE0D-49051988A849","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$ED3E76F5-7F0E-49D8-B23C-C360336DE79C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$62DFD231-8F48-49AA-82C9-F6E3FAF141AF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7e2250debcc3cdaaae0ae9ffc40fd43cb1a0bf7f","datavalue":{"value":"7198401","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$E3574B26-5F64-4C17-9EEF-C2567A9C4E36","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7c27db8e1e219d9ac022bcec02905a7059194af7","datavalue":{"value":"downside risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2178387$80F5B166-6179-443A-BD9D-7ACB7830F31D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b5a5621d6783e0b2106eef825fc7c7f22d618179","datavalue":{"value":"regime switching","type":"string"},"datatype":"string"},"type":"statement","id":"Q2178387$FC068804-F550-40A4-8470-0713B9B2FC19","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2178387$FA6E6C10-4AE6-49A5-8849-1766F2376A1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"775c6d881e05ed696bcbbbaa8f314bc807365ec1","datavalue":{"value":"jump risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2178387$9192FFE0-394F-426A-88F2-D1FFF55F5072","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"602ddaf8ccb1b3ff7ed7011ede54e3030dc9b9f4","datavalue":{"value":"risk management","type":"string"},"datatype":"string"},"type":"statement","id":"Q2178387$0F4FE813-FE85-4C9E-B273-47DB39D868C9","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":"Q2178387$6072D9EE-5155-4513-B663-FEF9C13EDEB0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"808bcbd5275441fa0142f6ed08f3551e18b1ca08","datavalue":{"value":"https://doi.org/10.1016/j.cam.2020.112845","type":"string"},"datatype":"url"},"type":"statement","id":"Q2178387$3F6AD8A6-013D-4A20-8850-F8AEDDB5E8B1","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"119e9971d655b9b04af2f317cdb0410959c0cc37","datavalue":{"value":"W3015794601","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$D5FC04CC-D8DD-46EF-8F91-BBF259EEBD13","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2925125a24037b3fc2426ab7be71d88de1a5a1a9","datavalue":{"value":{"entity-type":"item","numeric-id":4226865,"id":"Q4226865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$2B9D3253-F3B9-482C-907B-5DFC5ECD2248","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":"Q2178387$70B02EFB-B7AC-48D5-9668-ECE69E09E3C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b69bc7a67c4f63d7fa145ac82819c31abd06a02","datavalue":{"value":{"entity-type":"item","numeric-id":5718204,"id":"Q5718204"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$C6E84C24-0E68-4103-93F0-1DFFB1DAEE3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$4A8CFA3D-7CF2-4C02-A4AB-7AA889E1FE5F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$7A3A59DF-C314-43CA-B244-475F247CCD6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$AA651ADF-4777-4E36-A61F-C67888BFAA8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5d635c9f525c01cd9303b697d14d023946c9d6fc","datavalue":{"value":{"entity-type":"item","numeric-id":703592,"id":"Q703592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$F70A0459-A30F-46AA-A569-3C2AAEF10BA8","rank":"normal"},{"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":"Q2178387$531409EA-447C-4FC7-BCFE-D275665330E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55d16d4653d2ec21a8343d1fa92deae6ae0961f4","datavalue":{"value":{"entity-type":"item","numeric-id":2480233,"id":"Q2480233"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$BE71A328-E4CF-4938-A8CA-63890686F94F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"209f815d7277d4d83ac92e841fab82eeb432dde6","datavalue":{"value":{"entity-type":"item","numeric-id":704052,"id":"Q704052"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$5FD03790-11F1-4159-A8C0-37024949976F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44d107c574ea5eaa73411be455e5a888b97973b1","datavalue":{"value":{"entity-type":"item","numeric-id":139592,"id":"Q139592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$4856B201-3FF7-434C-8077-81FFADFAE35F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19bcd2bfcf7f5ff0ec62eddb21944353aedf940","datavalue":{"value":{"entity-type":"item","numeric-id":4203680,"id":"Q4203680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$B0021E33-9FA8-4DDD-BAD8-7BA20A523FB8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a72fa585e60908ba3833e6f24023dba0d1abfb3","datavalue":{"value":{"entity-type":"item","numeric-id":1341198,"id":"Q1341198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$B25416EF-24FB-4BA1-B48D-A56E79D63941","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"969746c2c475316d7c1f6be894a8f64230126b64","datavalue":{"value":{"entity-type":"item","numeric-id":4840212,"id":"Q4840212"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$7EC15BEF-82F4-4293-9A40-A06A07BD9BF6","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":"Q2178387$949180A1-8148-47FA-AE22-656B4EDABD8A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6cdd3da1d6f2455520db93d786bc94afcf2faab4","datavalue":{"value":{"entity-type":"item","numeric-id":813961,"id":"Q813961"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$A94E88BC-8A3B-4240-ADF9-804E976D912F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$28FA4D5B-FCFB-4F01-9453-7F26B134007C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6441cebbd12a677238497dfb6e8af76fcf103738","datavalue":{"value":{"entity-type":"item","numeric-id":2941065,"id":"Q2941065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$C23413B4-399F-46AD-877F-A6896AE02649","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df17ca23ab5e863f09f1ec35db740e2d4bf8d7b4","datavalue":{"value":{"entity-type":"item","numeric-id":5753867,"id":"Q5753867"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$6A00B602-DDE5-44F7-A1DA-D8137AC255C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1bf2423dc9de1ed7b0608484c760053abd3e7e6a","datavalue":{"value":{"entity-type":"item","numeric-id":5444297,"id":"Q5444297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$3CC62C5B-86D8-4304-8BA3-BEC52B8F538D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00026be7d9ffe5e619b06bbabbcf987a9ad9a930","datavalue":{"value":{"entity-type":"item","numeric-id":4854602,"id":"Q4854602"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$51BAB3CE-E562-448E-B9FE-434CA064C3EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b5dfe05b4c32369d261a21805560e0b18ce856c","datavalue":{"value":{"entity-type":"item","numeric-id":4906512,"id":"Q4906512"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$8B7A3868-B2C5-4110-86D5-CF0C6F47EA39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b455d4217721ac605c5e2119ebf517d96f6838d2","datavalue":{"value":{"entity-type":"item","numeric-id":841111,"id":"Q841111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$648F6D92-0002-4294-A893-F92886B5DB31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3b0a94146f8ceecc476969e69bf7204797f557c8","datavalue":{"value":{"entity-type":"item","numeric-id":5300439,"id":"Q5300439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2178387$F1A047FB-7511-4F15-A298-3C7BE807BFE1","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1834970fb8386207ba139d42aa275d393c4da9b6","datavalue":{"value":"10.1016/J.CAM.2020.112845","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2178387$6BF0C04A-0184-4981-8A95-09240C01E079","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"621f08042a33c77b48a781cac55129c9e8443f17","datavalue":{"value":{"entity-type":"item","numeric-id":4921595,"id":"Q4921595"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b3fa9a2f51ed9fd135278619bd045e73c682fd6a","datavalue":{"value":{"amount":"+0.7555017471313477","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2178387$DED7F46B-3D86-4655-AE90-408493686729","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8265e0a5a088d0e69cea9ac1ac3ab6fd6bc58fe","datavalue":{"value":{"entity-type":"item","numeric-id":3182749,"id":"Q3182749"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"562728456ef7807141cea6fc7607a24cc7186574","datavalue":{"value":{"amount":"+0.7473098635673523","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":"Q2178387$B3C7A82B-855A-4D6B-9844-FFF199FAF88B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"77e3db784dd51f9719b17e6d54348ffc581025b5","datavalue":{"value":{"entity-type":"item","numeric-id":5440101,"id":"Q5440101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fbf403ef686ead8fd90c9472458c30f993280f03","datavalue":{"value":{"amount":"+0.7441797256469727","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2178387$DF9C1EC7-8FB6-42D8-8E1D-C45A1949E3C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b3d46204ffab09498053bf10c197897f212e670b","datavalue":{"value":{"entity-type":"item","numeric-id":5716001,"id":"Q5716001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"10d323296db6bae8affac1b0f8a4fbf961284eb2","datavalue":{"value":{"amount":"+0.7339073419570923","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":"Q2178387$0522A66C-8B6B-4EF1-8205-4BD116B273EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6569bdc9e8565a0c32e00eada3e6dfdc1902b311","datavalue":{"value":{"entity-type":"item","numeric-id":2644370,"id":"Q2644370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a37aced74528c01ee1d1bf2e95e53e1d22436819","datavalue":{"value":{"amount":"+0.7234117388725281","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":"Q2178387$3FD9F22B-39B1-4542-9AF0-A2A37EA79808","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Downside risk measurement in regime switching stochastic volatility","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Downside_risk_measurement_in_regime_switching_stochastic_volatility"}}}}}