{"entities":{"Q257461":{"pageid":259228,"ns":120,"title":"Item:Q257461","lastrevid":60416109,"modified":"2026-04-10T16:55:57Z","type":"item","id":"Q257461","labels":{"en":{"language":"en","value":"Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6557209"}},"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":"Q257461$7D4AB728-AE27-49FF-8170-76F8C47DF150","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"acef4edb83c62f123705684bab67ffcfcbb2adac","datavalue":{"value":{"text":"Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q257461$42D42F6A-9BCC-42FE-A20F-930E09FA58E2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"bf02f2a477cc32aa9b68217f69af68f5dd0fae9d","datavalue":{"value":"1332.62304","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$888ABCDB-AF1F-42FD-A378-4993CC4BD5C1","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"74ee96001fda84e6c35e9fac314974f4bb5b387c","datavalue":{"value":{"entity-type":"item","numeric-id":257460,"id":"Q257460"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$0A650782-4CB2-45EF-B72F-01B5551EF2C2","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5717bd44a0213fd25ea359e28d78375f029719bf","datavalue":{"value":{"entity-type":"item","numeric-id":257384,"id":"Q257384"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$7ACFBD7C-7205-476D-9877-49FA211C0DED","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"459c2533d63e77607edc999af3b493bad48eda54","datavalue":{"value":{"time":"+2016-03-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q257461$412E9901-2ED8-42FE-BF29-533B2D65261F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0ed9260f17ad1af7ba99dd351f3a77320ab213fd","datavalue":{"value":"62M09","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$2D7945D7-F80F-4059-8543-FF1E9A810126","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$13D510AB-F753-4039-8CF8-4756B34F15B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$971DA089-4416-47FE-A99D-BD40EBF25554","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"06501b652e368cc105ad78a5eac217e38c314cda","datavalue":{"value":"60F05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$30AE0D7B-B8E5-43CE-81F6-1C3CEC6E0A69","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"41500ce50b5ca65fdee8ff163694334bc7f157ae","datavalue":{"value":"62G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$258FB2EA-1F77-42CA-86CF-6606D508AFB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"ea3475d4c22dc51a420786874bb708769d5bfd82","datavalue":{"value":"62G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$7841B766-F543-4775-89F8-92795E001CD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$542329CF-CD3D-40E4-8CF9-8E3C78C309B9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"4e29c549dc67e7572117a6b77881aaf4cb60989d","datavalue":{"value":"6557209","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$E302FFB7-0258-42D9-B6E6-D7423E76A4EE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"12e47a64bbd3ee67450c4a1a5c845a2d92835797","datavalue":{"value":"financial performance measures","type":"string"},"datatype":"string"},"type":"statement","id":"Q257461$01F79414-D3A5-43DE-AEF2-8F9498D0EA97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"33dfcad665c830e7fae5f321514005251b3b2457","datavalue":{"value":"stationary and ergodic process","type":"string"},"datatype":"string"},"type":"statement","id":"Q257461$0504DFBA-713A-4C4E-BF85-25C7AE67BA71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"166b80844c16ab968273de43169eb52069c74fc0","datavalue":{"value":"central limit theorem for dependent data","type":"string"},"datatype":"string"},"type":"statement","id":"Q257461$011002DF-C12B-4A9F-862B-4A4EA3C8C022","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fedbf5bbb526dc1efc39f86ccd0df063d28dd513","datavalue":{"value":"Newey-West estimator","type":"string"},"datatype":"string"},"type":"statement","id":"Q257461$BE8729E4-909B-4F12-913D-97FCA53004F7","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":"Q257461$C9EDE47E-4EAC-4186-9182-BEBAD86A8BC8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"65e7f83f6007559a5cce2aee272fcb5cbb857b7c","datavalue":{"value":"https://doi.org/10.1007/s10260-012-0198-z","type":"string"},"datatype":"url"},"type":"statement","id":"Q257461$D94E0C1A-FB7A-4F5C-BEBF-B2284C010E49","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ba76b23690e5a23ac99eee83b50548ab7765e971","datavalue":{"value":"W2140272044","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$80820A9E-8928-4BBE-B65E-371D16D16FE9","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"af697fd3e13e17e104c5e766b4118b9f52e16e24","datavalue":{"value":{"entity-type":"item","numeric-id":4013240,"id":"Q4013240"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$735C3777-377E-4D7E-BBE7-F11A63B32B75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c26807c2efabfe4028eec4255a13eb24be3d6d8","datavalue":{"value":{"entity-type":"item","numeric-id":4836494,"id":"Q4836494"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$2654EDBF-DA68-44EF-9E69-76AC28E1D9FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c1e31fd78d6ab366b9b045d637407ee147a2951b","datavalue":{"value":{"entity-type":"item","numeric-id":4269108,"id":"Q4269108"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$158F2D33-7672-4285-8DCD-1A4D5F90E3A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$C7D91C97-A0B0-4624-A447-3298D55A262B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"654ee68b9de6d4ee28d4b9bcf0fd2be4824b1b9c","datavalue":{"value":{"entity-type":"item","numeric-id":3911791,"id":"Q3911791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$E8CBD72A-3A88-484E-938F-8F9F3A4CF145","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"64c65d9a7c706750ea7d1ac2b421e13c92e06c44","datavalue":{"value":{"entity-type":"item","numeric-id":61354,"id":"Q61354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$A999B7D7-5834-486C-98F9-B7F39C051DB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ae608866b75b45c87dc298a84932b6b6488623e4","datavalue":{"value":{"entity-type":"item","numeric-id":5730531,"id":"Q5730531"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$BCE992AA-E757-4B57-ABD9-9E24677A657C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8717eb2611691cf4771d43bb1429a9d5dc1c8bca","datavalue":{"value":{"entity-type":"item","numeric-id":4319456,"id":"Q4319456"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q257461$0E87161A-0BA6-419D-9A05-F0D84E678474","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8aab095af6cb797e5480a2dd568f9c54e8457f40","datavalue":{"value":"10.1007/S10260-012-0198-Z","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q257461$1898B134-6CA9-400A-AD75-696A1B204AEE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"09297f6275b2fb3858785041f8200f1ecedd2392","datavalue":{"value":{"entity-type":"item","numeric-id":5418878,"id":"Q5418878"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b64fc2110244fd687b0032deaf6a06352ed379be","datavalue":{"value":{"amount":"+0.8102835416793823","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":"Q257461$833E6843-07D9-477C-8E1F-239D528E16BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e0fa91429c43f8d4456986260d3d8fbe0f9c3361","datavalue":{"value":{"entity-type":"item","numeric-id":454815,"id":"Q454815"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bf1b07063dbfbb4e321c852ebf2e92e77297768a","datavalue":{"value":{"amount":"+0.7682750821113586","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q257461$A851C636-F0FD-441A-9335-A8D90C123AF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"243eeecdc51bc06fecf95d8f22537748510dae22","datavalue":{"value":{"entity-type":"item","numeric-id":5460662,"id":"Q5460662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"06404734ca261294502346f8676180fdaf18331e","datavalue":{"value":{"amount":"+0.7563608884811401","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":"Q257461$0631D904-CCDA-4F00-B5CA-12C7AEA641F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea7a7348a293f94514a5c17afa5343d8f46b82b1","datavalue":{"value":{"entity-type":"item","numeric-id":3077676,"id":"Q3077676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1277ace26c572564357e58018669d173ff977374","datavalue":{"value":{"amount":"+0.7429691553115845","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":"Q257461$3819B53E-750C-4B55-8F56-B7E478488A1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a0959a4982841d2395817e75c17492866a8a2274","datavalue":{"value":{"entity-type":"item","numeric-id":1622090,"id":"Q1622090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a461e7ccbaaf9a089b64e867dca008e4d9bafad","datavalue":{"value":{"amount":"+0.7359415888786316","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q257461$F13DA499-5CF3-4E97-BE1F-F02C2C897341","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Interval estimation for the Sharpe ratio when returns are not i.i.d. with special emphasis on the GARCH(1,1) process with symmetric innovations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Interval_estimation_for_the_Sharpe_ratio_when_returns_are_not_i.i.d._with_special_emphasis_on_the_GARCH(1,1)_process_with_symmetric_innovations"}}}}}