{"entities":{"Q2190229":{"pageid":2200972,"ns":120,"title":"Item:Q2190229","lastrevid":57773517,"modified":"2026-04-02T11:37:16Z","type":"item","id":"Q2190229","labels":{"en":{"language":"en","value":"Virtual historical simulation for estimating the conditional VaR of large portfolios"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7213054"}},"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":"Q2190229$0B2B8736-A7BC-4A4E-BFE5-DFA7CD54907B","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"100f81c09c9a69beace5124a96bc9605e90d3986","datavalue":{"value":{"text":"Virtual historical simulation for estimating the conditional VaR of large portfolios","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2190229$E4DB8863-B8BE-43BC-881E-9A5F6B3D7CB7","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9a014bffed731ac063fc76333fa105ab51c7b962","datavalue":{"value":"1456.62246","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$0B63CF14-15EC-4D2C-A1B9-4C908A20257D","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6d4a2eae629d902587bdf90150998db0c5292db5","datavalue":{"value":{"entity-type":"item","numeric-id":288101,"id":"Q288101"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$C9E757E5-2C04-4A2C-BD84-461EA37161AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"bb622cc920b424310cc1c85158f754344cc0c129","datavalue":{"value":{"entity-type":"item","numeric-id":178776,"id":"Q178776"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$13F839F3-285E-4837-B78E-293D6B4E0613","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":"Q2190229$2C142E5D-EC03-4276-9C83-401E80C37565","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":"Q2190229$7B61968B-F3BD-4119-BDA1-046FCD8AB6F9","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"287d6d0102c52bef73e91814e3b4ed63865efc93","datavalue":{"value":"https://arxiv.org/abs/1909.04661","type":"string"},"datatype":"url"},"type":"statement","id":"Q2190229$0CD58881-D0FB-48E1-BCFE-D6068984640C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$8F63EB49-E8CB-4A79-B472-42B672A937A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$AE94CDF7-980B-4AD6-A518-1FFAB6D7A356","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"75e7eccefc17ce742c2b1ddc700b3ca228980abd","datavalue":{"value":"62F12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$FE8F290E-1BE4-44AC-9F40-4E4021CA6E4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$EB57CEE1-2F22-4E81-A60B-AF3AE7D40643","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$AF518E2E-D307-411C-91E3-B9F9F8DA1C33","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b331d9c756c89d21359cd74b0c1f17d1efbcd0fe","datavalue":{"value":"7213054","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$76183322-E03B-493D-A071-B01DE8C0D797","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c5f7b4d51b733c64d143fc52958c6a32edc69855","datavalue":{"value":"accuracy of VaR estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190229$E5AD8509-7386-4CF2-B0A6-912FEE09E0EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d66ffc4a882188c9de4b3ae9ce3b3dc5e4f2a508","datavalue":{"value":"dynamic portfolio","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190229$82F868F6-E8F3-4AE6-A6A6-29259A65A89F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"97c711b6ca3f67bd740c827b49914c56c1a5c60c","datavalue":{"value":"estimation risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190229$58571BE2-BC7A-49A3-A164-F0EB4D08DB1D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"668f68211fdaabcb6c00f26e3226bbb6c532b293","datavalue":{"value":"filtered historical simulation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190229$B9E49DF3-19DA-41CC-81D7-C6E95B1AE252","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"56f4da9c88c3460001e3a9e8efa479b3b221450b","datavalue":{"value":"virtual returns","type":"string"},"datatype":"string"},"type":"statement","id":"Q2190229$72682BB0-6182-4C6E-8B51-5C3F9B93A354","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":"Q2190229$07BC79E7-CA74-4752-9235-8487D728C0C8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"fb68fad1e7b2301bd354d7d4f584d2c6bdece543","datavalue":{"value":"W2997265644","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$9CFB5E3A-0E01-4DA0-8CB0-545A2A2AD6E4","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f14faa7ba15624065ec02fa0eeba959368f64867","datavalue":{"value":{"entity-type":"item","numeric-id":156125,"id":"Q156125"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$4772B4DF-9D3F-44AA-8365-C103CD072C4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4b4b13dc7e81fec2443e4fd0359aa71adc328fff","datavalue":{"value":{"entity-type":"item","numeric-id":5388714,"id":"Q5388714"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$56E82ACD-F2C9-4ABC-83C7-5D4F1BD458B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac89c6d52a7b4808087c3b5979aefa227f2f15c6","datavalue":{"value":{"entity-type":"item","numeric-id":5560061,"id":"Q5560061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$90E3A103-ACD3-48A3-BA36-F6F04DAD43BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d77c205f15251e370edac1431e0de41640e9ba9","datavalue":{"value":{"entity-type":"item","numeric-id":503579,"id":"Q503579"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$DD38CE1E-2A22-4F55-85EF-2077B21411C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8e187b50d0f91eacb6f9d2b824b49f084ac4eff4","datavalue":{"value":{"entity-type":"item","numeric-id":4568279,"id":"Q4568279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$30B34088-1C79-49D1-BE01-B2739FE7A233","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b9b556bd676d2c27f32cfe139591aa3f9fa864ed","datavalue":{"value":{"entity-type":"item","numeric-id":5388117,"id":"Q5388117"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$3A583A01-F90F-4245-B0C4-4C6A22CE6F15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd0b7e37cecbb176650b34989aef46e3100fd8d","datavalue":{"value":{"entity-type":"item","numeric-id":1185791,"id":"Q1185791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$EBBDA511-E3F2-4A7E-8F32-25DA1DB04AE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f5abcda03a19cc979ccfca96cc2bc90986e16350","datavalue":{"value":{"entity-type":"item","numeric-id":3160930,"id":"Q3160930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$68C08CB8-1967-4AB6-B1CD-F17E49D04CEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8ad64d6d76ffe8af5f93de7805abedaac27c24f","datavalue":{"value":{"entity-type":"item","numeric-id":3377447,"id":"Q3377447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$98545772-7E61-4BA1-BC22-5FBCF9373C18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fb602c36608d27c352ef8c58f363896d5a893d6f","datavalue":{"value":{"entity-type":"item","numeric-id":5088221,"id":"Q5088221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$DFB7B47B-678C-4018-93C0-3165D298B0E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7372a8db9ce0abecad5528076317d1013bd1e923","datavalue":{"value":{"entity-type":"item","numeric-id":473360,"id":"Q473360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$AB13914F-9612-4AA1-A25D-315E56BE5663","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4fe2a15b599332c61370919aa33b00b75be47c67","datavalue":{"value":{"entity-type":"item","numeric-id":5378149,"id":"Q5378149"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$D471A6A6-5369-45EF-9AB8-26FC34B2079C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ec0f50cc877da3cfa9d76659e727dbc41c3ff73","datavalue":{"value":{"entity-type":"item","numeric-id":1644252,"id":"Q1644252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$52DA70A6-B176-43E1-A545-6E4CBD75598E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f47587b989c6f183c79eba6c7bc04396a0186d7","datavalue":{"value":{"entity-type":"item","numeric-id":5222822,"id":"Q5222822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$17800555-3C3B-4FBA-96DE-74E9BDA63FF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62b51e85fc93334ccf6d3ebd18fd2520ede45ce0","datavalue":{"value":{"entity-type":"item","numeric-id":91134,"id":"Q91134"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$BFF83473-E4E6-4A0F-825C-3C34BBE793ED","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0e1f1a4fddf571cff70d121a95a8dfda4adce1c2","datavalue":{"value":{"entity-type":"item","numeric-id":3077676,"id":"Q3077676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$11C42FD1-8A1E-4534-9BE7-BB7A511D3AC4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9603874d2ce753e7f06138d19dcf3dc9b9aafa11","datavalue":{"value":{"entity-type":"item","numeric-id":5403109,"id":"Q5403109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$44347F47-99D3-443F-BD0D-1847322EFBD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0d9ce2aaf1beb38ed60c355a77d8ff814e03ec5e","datavalue":{"value":{"entity-type":"item","numeric-id":1807095,"id":"Q1807095"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$8D4DCDC8-172D-4741-A859-1A28F484C703","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"73f92d29ed48d53522aba915a9a660af21b1b9a7","datavalue":{"value":{"entity-type":"item","numeric-id":5755010,"id":"Q5755010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$C1C427C3-6FA9-4F3B-A686-24CE114C7292","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1f3818bb89a3fcc278dd1b660b5c98396f7ec77d","datavalue":{"value":{"entity-type":"item","numeric-id":1659128,"id":"Q1659128"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$D05CEED4-FFFD-4E7C-9461-B1561DC0E478","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f04c87d02b81ca291b50decea6a5f483a897224","datavalue":{"value":{"entity-type":"item","numeric-id":3806654,"id":"Q3806654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$4F3AC8B9-B5F4-4211-9E47-FE4BB4E3FD43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b155841767a571a55bf63583f9a0ec01ab3b7c8d","datavalue":{"value":{"entity-type":"item","numeric-id":1659142,"id":"Q1659142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$9E87771F-FA60-4DF5-917F-5437E857ABAA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d71628e8188f3e5bfb9aee2722b8d0e2cffdf2f","datavalue":{"value":{"entity-type":"item","numeric-id":97355,"id":"Q97355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2190229$06B99134-1099-43B0-8B33-A46700D144CD","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"13caf5012367378c048198bde6dd5a4c7b9779b5","datavalue":{"value":"Q126466844","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$848EAF97-25AC-4B9E-BD71-F3A2F77AC76C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"a91f765801096ea35add9877be3dc4c2911d5ace","datavalue":{"value":"10.1016/J.JECONOM.2019.12.008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2190229$6C80697E-25F5-44CF-960F-6710F38A7B8B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f06da8b905be60a3ccde6bf372f74c8e8fb7e7e1","datavalue":{"value":{"entity-type":"item","numeric-id":1644252,"id":"Q1644252"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a7f47f9b03c7c0a7b51d8cf8d611565f727e584","datavalue":{"value":{"amount":"+0.7881628274917603","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":"Q2190229$547D2057-C6BB-4BD3-A070-3D4C9D7D5CC5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bf1f6e083256f6b66ce35159487b615699cc21ba","datavalue":{"value":{"entity-type":"item","numeric-id":5235455,"id":"Q5235455"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"07787697262c76854229d9cefc460f6eb985abb9","datavalue":{"value":{"amount":"+0.7580991387367249","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190229$C027BF39-FF84-4E36-815D-CEDD6541D5DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a488e04b8b43a4dde6256b59948a68b28be74836","datavalue":{"value":{"entity-type":"item","numeric-id":3646980,"id":"Q3646980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"00ed8db1f8dbc78e018b6a16f20996268acdbe6a","datavalue":{"value":{"amount":"+0.7523662447929382","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":"Q2190229$9C33F8B7-F157-4B5D-ABEB-A1EA8D932AFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6492ce272b67d0d0c1fefe7a71b6ca547005337a","datavalue":{"value":{"entity-type":"item","numeric-id":2487620,"id":"Q2487620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dedfeb36e2631c01ac399cc69efe478f82cdf9e6","datavalue":{"value":{"amount":"+0.7408279776573181","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":"Q2190229$0D0C1416-F6F5-4B98-9FD0-2991F67DAC80","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e34266d6514ecfa1b7274b3367f17b45bd6bc068","datavalue":{"value":{"entity-type":"item","numeric-id":3524409,"id":"Q3524409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"58aa5b363e74d3becfa607f799284a40b7382d50","datavalue":{"value":{"amount":"+0.7389042377471924","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2190229$C595058D-D40C-404E-ACC5-8247D9EA29DF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2190229","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2190229"}}}}}