{"entities":{"Q2190223":{"pageid":2200966,"ns":120,"title":"Item:Q2190223","lastrevid":78461804,"modified":"2026-05-06T11:39:04Z","type":"item","id":"Q2190223","labels":{"en":{"language":"en","value":"The leverage effect puzzle revisited: identification in discrete time"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7213049"}},"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":"Q2190223$9D7CEA8E-FE65-4B02-BCFA-9A012BB4C61A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8ec4d9d4541a387377b3f2317d6e0b13c5d08984","datavalue":{"value":{"text":"The leverage effect puzzle revisited: identification in discrete time","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2190223$FC93A0AE-ADB1-40E6-9463-7287EF161DF6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5cd00358880cbf18d698395e8b6a7e5952f2dfab","datavalue":{"value":"1456.91121","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$FACFCD89-E7D5-4B48-B4C8-B5D4CA455277","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b9144f161bab63bed31b1b0272ecaa46ee50c815","datavalue":{"value":{"entity-type":"item","numeric-id":2190221,"id":"Q2190221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$276BC33E-FD38-445A-95D4-20AE99E8C9BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"aa42054f5aaa0c115b7f5b87fb2f283b4b5b8b02","datavalue":{"value":{"entity-type":"item","numeric-id":2190222,"id":"Q2190222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$EC9D01D0-F102-495F-B27D-5F590DAED92D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b5ac3d1e5b2a0861faf5cb5f8c4358daa89de841","datavalue":{"value":{"entity-type":"item","numeric-id":278264,"id":"Q278264"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$04525C82-6708-4F6C-BADC-166FDAD67BAD","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":"Q2190223$9A6F4D7C-192F-4FD1-A5FB-49E97837B4AA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"51c09ca1c2bf30a79ca324c2e13f95cb7bdd37f5","datavalue":{"value":{"time":"+2020-06-18T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2190223$F154EF9D-C24A-4FF5-A8AE-6680E572A229","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5d988a5b52c0e3b6eeb8b4480e0a5b9f7be872f0","datavalue":{"value":"http://wrap.warwick.ac.uk/128359/1/WRAP-leverage-e%EF%AC%80ect-puzzle-revisited-identi%EF%AC%81cation-discrete-time-Renault-2019.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2190223$6CF6FEB9-D6B6-4018-92A7-B36FA78F920E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$8B557F8C-55A0-4DFA-B001-8C7365BBAA8F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$9F4D2388-038A-4AC9-9FD7-58BABC5C3B30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$748FCA96-C917-4ABD-9B43-34232FAF6E25","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$94E0FF41-0FBF-4EFF-B440-B028146C3D05","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"408c8d3254774570087fe5e5c25853024b6a1801","datavalue":{"value":"7213049","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$B486A497-536E-4062-9F6A-4E2630696DDB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190223$55768B5C-FB88-4002-AAE4-251816DAF169","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e37b213e400bd248c26cd128059c27ddf732d141","datavalue":{"value":"leverage effect","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190223$7C43A03C-8E80-46B0-93B3-47E2F32B7257","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7022501a8ffd776fae05071bdc46f03d65a77f7e","datavalue":{"value":"volatility risk premium","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190223$789B5D0B-9FC7-41C2-9465-01B5EAA4DDDC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"da73046a486d15d36468a3e54545e956bb90cf28","datavalue":{"value":"identification","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190223$1DB118FB-C4E7-4337-AD10-5F0832825FB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b07833668e02fb6f283a68a14fa43f4aa0fc2406","datavalue":{"value":"affine pricing models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190223$F694236A-4F31-4427-8BA3-C586880B72D6","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":"Q2190223$A1E1C755-C8E7-475A-B503-833D6DD6A224","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5dda05d6041650436db9e89d7937c9c15d1e5de2","datavalue":{"value":"W3002490637","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$EEF98C71-A7BA-49A7-A137-22DDB72BFD35","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"6c1ceaa84ec6a495a56993346bacf54cc0f7f2c0","datavalue":{"value":"Q126303107","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$D449D9D9-254A-4C3B-9B11-969DDDE7EF37","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"a229eab0d7b39a06538e3cb79d0b1308f1a46bcf","datavalue":{"value":{"entity-type":"item","numeric-id":451261,"id":"Q451261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$8BED2747-3FE5-44C2-82F1-27A8F3C450F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a202e2ee60498fc53fd9e062fb78880c53005365","datavalue":{"value":{"entity-type":"item","numeric-id":2716472,"id":"Q2716472"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$DE26D16A-054E-4C8F-B904-23A5564A8441","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":"Q2190223$B3D9448A-1F13-4332-A7E1-B0CE367B5EC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"90ec1b606ee642ae4e70936170fc023f13237175","datavalue":{"value":{"entity-type":"item","numeric-id":3440747,"id":"Q3440747"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$6BBDD567-E0CB-44E2-B75B-9119A474342F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56fad00ef4a07491ba304a924bc19d8a5132595f","datavalue":{"value":{"entity-type":"item","numeric-id":3125789,"id":"Q3125789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$7F2194FA-804F-4691-94DF-E48FE945046B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"43884334214bce470523131fe69ac81127b61f32","datavalue":{"value":{"entity-type":"item","numeric-id":4530988,"id":"Q4530988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$584D1618-FE16-4FE4-B5CD-C9772E38118C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2e2542885a21e85862e4cf02e08f5050eae055cd","datavalue":{"value":{"entity-type":"item","numeric-id":5091822,"id":"Q5091822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$7FA54AD3-F175-437C-B459-8B83A97D56F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8046c34bc381da7eedbc1f314a166b8488bdca23","datavalue":{"value":{"entity-type":"item","numeric-id":2649707,"id":"Q2649707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$E2B8718A-EECD-4FF8-95FB-F8566525CDDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"85043e18528489a14a6d82dc3b8826879d725051","datavalue":{"value":{"entity-type":"item","numeric-id":3165269,"id":"Q3165269"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$BE5DF539-049B-4F57-9C9F-BDAC793021FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00cd7feac30f92911f5bcfa75353bd0b894e901d","datavalue":{"value":{"entity-type":"item","numeric-id":1398969,"id":"Q1398969"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$97FB1DD2-3CAA-4AA9-92B0-62D20A108F01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c395dd1bbab5635a2978f3b0d7d8af6ea99bd51d","datavalue":{"value":{"entity-type":"item","numeric-id":4213037,"id":"Q4213037"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$B8F4C436-24DD-4B05-83B4-77121256F7D2","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":"Q2190223$1A4C88A6-B76E-4A5C-B0D8-8CB7BA7BA95B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5d8269a4676059417fa9abb64c00524f2261108","datavalue":{"value":{"entity-type":"item","numeric-id":2439047,"id":"Q2439047"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$F9556F96-930F-477F-BC4B-18832FAD0BF0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e6fd578be4236672cbf2463196c4572bf011d00c","datavalue":{"value":{"entity-type":"item","numeric-id":3653230,"id":"Q3653230"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$9ED432BC-C5BD-496C-8E6C-6ADF263BC68D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2925125a24037b3fc2426ab7be71d88de1a5a1a9","datavalue":{"value":{"entity-type":"item","numeric-id":4226865,"id":"Q4226865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$D0AF12EE-0FDC-4809-80B5-F57949972FE9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8c7241705e7e67e645de28889795f8ab362b80a","datavalue":{"value":{"entity-type":"item","numeric-id":2707187,"id":"Q2707187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190223$C851C02B-988F-4CF3-9F97-C04C5A7B638D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e818be0b5ad0806c66fc74cbe9be3476e65f14b0","datavalue":{"value":"10.1016/J.JECONOM.2019.12.003","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190223$28EE15AD-5B10-43E7-B886-3427C8BE6450","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ca8d08f244a63c761e1ab2fc70c2d2e462126cb4","datavalue":{"value":{"entity-type":"item","numeric-id":2453988,"id":"Q2453988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95550e2552313edb8345f82288204075de7e63b7","datavalue":{"value":{"amount":"+0.83943176","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$4CB82DB0-5D3D-4CE0-9140-AC8F7CD3E4DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f063b84c1318139aeb6b656d3e1e83b8b8dc58bf","datavalue":{"value":{"entity-type":"item","numeric-id":2246685,"id":"Q2246685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b7ccce8d095a9ce7b56d1982d0ff019f77883c16","datavalue":{"value":{"amount":"+0.8201176","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$3F370A04-EA48-4D78-BE7E-0053E677D790","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c5e290e1f8e6ec4aaa2cadb7c2c5478f20d38dcb","datavalue":{"value":{"entity-type":"item","numeric-id":527980,"id":"Q527980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5f421d1f65e02b48f6f82a50e0b39b49027d91c6","datavalue":{"value":{"amount":"+0.8165656","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$3F6ECFEE-7AAB-4076-8CE1-F8C24FB79D44","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7313d8eeb034fbf444ee7a3d6e2dcaa7284a98c","datavalue":{"value":{"entity-type":"item","numeric-id":4975343,"id":"Q4975343"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"69cd47f284d9e111bd1265142c297559409b8525","datavalue":{"value":{"amount":"+0.8099996","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$14DE54BE-4326-464C-B321-578C99F047B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"93460550626d0cea584121084703204002dc319a","datavalue":{"value":{"entity-type":"item","numeric-id":2274297,"id":"Q2274297"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"301e74a502d9f34a61a17c3af064d00457e256c0","datavalue":{"value":{"amount":"+0.8078188","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$84DF527D-05B2-4E15-AB45-D7387FE4B143","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7e224ff19359a6d028590f47a75020d24ee5faba","datavalue":{"value":{"entity-type":"item","numeric-id":1706793,"id":"Q1706793"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c9a93d45043e17890d6edda569751b8451e9b4e3","datavalue":{"value":{"amount":"+0.8071205","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$60A2CCB3-62AA-47AA-8D0B-920133090831","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a69b5d5e793361dc8f529064f02d123757d9d5ab","datavalue":{"value":{"entity-type":"item","numeric-id":5237830,"id":"Q5237830"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"835ea373d01e60a4420fa0e77c324e1444031ed0","datavalue":{"value":{"amount":"+0.8052995","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$E9392644-24D0-4C15-862B-6F7C0796EDBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c05484fc80597b237768796f40bdd1267bf7e5d6","datavalue":{"value":{"entity-type":"item","numeric-id":6090566,"id":"Q6090566"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2404ae4302ebf2a6a8bae4915701ec137c02de4e","datavalue":{"value":{"amount":"+0.79986435","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ba354e87a58191d58d132c60481c945a3234ce85","datavalue":{"value":{"entity-type":"item","numeric-id":6534273,"id":"Q6534273"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190223$F20C5101-25A3-4B09-A1DE-E45AA9BA5745","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"The leverage effect puzzle revisited: identification in discrete time","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/The_leverage_effect_puzzle_revisited:_identification_in_discrete_time"}}}}}