{"entities":{"Q2227445":{"pageid":2238188,"ns":120,"title":"Item:Q2227445","lastrevid":53933963,"modified":"2026-01-25T23:11:06Z","type":"item","id":"Q2227445","labels":{"en":{"language":"en","value":"Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7310462"}},"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":"Q2227445$5BF7A5DA-1BD5-43CF-BEE7-6BE552C5111C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fc6b917536eb98c8f580cf84da9a05b809d0fbd6","datavalue":{"value":{"text":"Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2227445$37B1B58B-AD0C-4CE9-A3A7-5A0010290629","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"472bbf9d50cfc22ab1c243e5e61f039a02e706ca","datavalue":{"value":"1499.91184","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2227445$ED84FCF3-2C50-4637-B707-0E5A7DD0F482","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"445d16d5b0cca39dbcc5a0a73bd5c14a434c5299","datavalue":{"value":{"entity-type":"item","numeric-id":273636,"id":"Q273636"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$53CD4999-C739-45B9-BF0C-3D743C7DA022","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"00c9720b2d8b9d578b34b02864bc330fafa6b733","datavalue":{"value":{"entity-type":"item","numeric-id":834292,"id":"Q834292"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$BDF2F133-F8BB-47AD-9601-A1437A1BE205","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"0c9db50ceaaff47baa916bdbcfadd0ddcd237803","datavalue":{"value":{"entity-type":"item","numeric-id":2227442,"id":"Q2227442"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$BDEB1CD7-9CD3-409D-9EF0-C293A0484BA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"b59caaf77694d31186a37ba1b19b3f5e94749bbe","datavalue":{"value":{"entity-type":"item","numeric-id":280246,"id":"Q280246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$629E076D-E0DF-4E07-B3ED-EF243240F232","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"d7864350d0215467dc8c6b3df65630b4c9d308cb","datavalue":{"value":{"entity-type":"item","numeric-id":2227444,"id":"Q2227444"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$EB63A9EE-42FC-4F0D-A620-19BB4408B8E6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"682ffaaa57a9a6c995eda9fd368658e7f15570cb","datavalue":{"value":{"entity-type":"item","numeric-id":86161,"id":"Q86161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$6A33C07A-3CB2-4ED1-95D4-814D6A7ECBC1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d239322675dd784f634015d6f08babbe136a5cf7","datavalue":{"value":{"time":"+2021-02-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2227445$4B334E61-1A06-49AB-98AB-E4BA2BB88C8C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a5f98d70fbc741257c5ffa220abadedd6229049e","datavalue":{"value":"https://eprints.ucm.es/13218/1/1132.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q2227445$49E9D50D-6AA1-48CA-97B5-6C0F07392D85","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2227445$0304FD8C-08E4-46E8-98BC-ECF4F522C15B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"39feb25e77d70a25b6316d4e2954a7ec0f35a31d","datavalue":{"value":"7310462","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2227445$528A3393-CD4F-4066-A116-EA1C6428F0A8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2227445$C0BC9A46-954E-48C1-B63A-845735ACD7B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"071479c95191da85ac7e5c0913de8d054041859c","datavalue":{"value":"daily capital charges","type":"string"},"datatype":"string"},"type":"statement","id":"Q2227445$F7C93213-4F26-41FD-9A89-774AD8B72016","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2c5c8ddd7bddc3cf1277c5f5cf2bd44bb0c35ed4","datavalue":{"value":"Basel accord","type":"string"},"datatype":"string"},"type":"statement","id":"Q2227445$4F93AE77-8FE8-46B9-8B6F-C92B386AF60F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5c8ec11bfe1e9f81c24355943e23a623f299655a","datavalue":{"value":"VIX futures","type":"string"},"datatype":"string"},"type":"statement","id":"Q2227445$8AF133A5-A132-42E2-8075-8EFD2F82D23C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"94e7c4e9c896b4c2c0b13d0f1d7bdc2f4e7af994","datavalue":{"value":"Bayesian strategy","type":"string"},"datatype":"string"},"type":"statement","id":"Q2227445$7BF6DF91-0DF0-4ECE-8EA5-ED558CF69B9E","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"a95f9a165a32b1c218102f77f7fbc6a2f2e1d8b7","datavalue":{"value":{"entity-type":"item","numeric-id":53239,"id":"Q53239"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$B8A2E1A4-A5CF-4133-9A8E-557DA94763A6","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":"Q2227445$01B178E1-5E8D-4F25-9C5C-1218DFE74310","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"36f9b5f2626adde5f5d811a0aa8fe1ac18e693c2","datavalue":{"value":"W2126930392","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2227445$7E044667-B3B6-45CA-BFDB-8BB8AF008E49","rank":"normal"}],"P223":[{"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":"Q2227445$212808EB-5E61-41B7-B159-030EF3F159B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c7107271d2f1fa14d9fff182e395c60401f7d78a","datavalue":{"value":{"entity-type":"item","numeric-id":2734599,"id":"Q2734599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$DAADF951-D7FA-41BF-A28C-35B43A828528","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":"Q2227445$D2BE5FD1-D988-4675-BE51-FACB1E5D4461","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"13c981e812d037a7eefa41c5a08a78dd70cf9c5e","datavalue":{"value":{"entity-type":"item","numeric-id":1858910,"id":"Q1858910"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$1CC3E5D8-B4E3-42B4-96A8-310CED7B5FC7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"636b6a6f608baa9f9131f835021bb9db9923226e","datavalue":{"value":{"entity-type":"item","numeric-id":4807307,"id":"Q4807307"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$BD39D306-B703-4D0D-95BF-FC19836562E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c16f9fd8d2021882c7701237074a0d6053ec8f4e","datavalue":{"value":{"entity-type":"item","numeric-id":1429320,"id":"Q1429320"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$4CD07A2F-CC87-4F65-B499-65DEEB8A8B3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e20621e682acecd4b088a916a2ce24ef3fc8d352","datavalue":{"value":{"entity-type":"item","numeric-id":5697633,"id":"Q5697633"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$19D08D20-90D6-45BA-8EA4-E3E10F8AA531","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d20e4d5a85c90839fe73c611a1649f2d314b5e15","datavalue":{"value":{"entity-type":"item","numeric-id":3065548,"id":"Q3065548"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$622A6146-FF5C-46C1-B491-DBFB68C91A00","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f92790d68558f9ed07c381434b4886d95e656ba7","datavalue":{"value":{"entity-type":"item","numeric-id":991169,"id":"Q991169"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$D5EFEE1C-9080-4B5C-969A-03EA9129B0CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2227445$6F2DDA62-57F1-4481-AAAE-1BFEE6EE84DA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"7e1f713f9621f8a5f7fb8d4552bdef473d7e156b","datavalue":{"value":"10.1016/J.MATCOM.2012.06.013","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2227445$9EE4A9C8-3AB3-4CFE-85F6-EABAF74A2535","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0781bdbef06c2fb6df7a747a5856f7ab5570e116","datavalue":{"value":{"entity-type":"item","numeric-id":3065548,"id":"Q3065548"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"878df51fd3323a491e56166ad53259b916e963d5","datavalue":{"value":{"amount":"+0.8277402520179749","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":"Q2227445$679CB49C-E592-45AE-863A-9B12484B9CBB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"61f1a47aa0a7faa6c47419e719caec415c5c8d6b","datavalue":{"value":{"entity-type":"item","numeric-id":2347722,"id":"Q2347722"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e9d6af381089df9586529397b43ec0d5a969986e","datavalue":{"value":{"amount":"+0.8065565824508667","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2227445$A4A7788E-3B1C-4495-8EE5-81B27C6C4B84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8ddfd7393c543ff055c5e58407457b024d060dc","datavalue":{"value":{"entity-type":"item","numeric-id":4687293,"id":"Q4687293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dca3f083e16ce6762d0cd449c114560daf429ca8","datavalue":{"value":{"amount":"+0.7939422726631165","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":"Q2227445$21591E41-93AE-4A5A-BD08-3752BAD29E9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"41efb0298365c32adecec6f97a30c49e72049834","datavalue":{"value":{"entity-type":"item","numeric-id":2227447,"id":"Q2227447"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e1f5c83a580b6746977fe8ea8a1417486781400b","datavalue":{"value":{"amount":"+0.7693324089050293","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":"Q2227445$7EBC235A-78C6-4ECA-95C8-8EB62B898F2B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bf6ea0405c8d7f89e4023b7d75346de9dbec2add","datavalue":{"value":{"entity-type":"item","numeric-id":2431780,"id":"Q2431780"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"05e432b2576cbd7ada729a83dc035d7b7aa07bf7","datavalue":{"value":{"amount":"+0.7682845592498779","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2227445$EA24C304-957D-4A5D-A8EF-4844C0E422E8","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2227445","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2227445"}}}}}