{"entities":{"Q2654429":{"pageid":2665172,"ns":120,"title":"Item:Q2654429","lastrevid":55963246,"modified":"2026-02-21T13:44:22Z","type":"item","id":"Q2654429","labels":{"en":{"language":"en","value":"A class of asset pricing models governed by subordinate processes that signal economic shocks"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5660347"}},"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":"Q2654429$FA0B240A-895E-47B8-9E72-093E82799881","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a45b699072d953981094f23464416e9d1f008c4a","datavalue":{"value":{"text":"A class of asset pricing models governed by subordinate processes that signal economic shocks","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2654429$F31FF709-9BDC-45F3-A174-BA2D156D434C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"94ed497e753d4234ba52a40ee5db7ae3046ed6e0","datavalue":{"value":"1181.91073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$7F4340F7-EBD1-469F-812E-A30247B03D16","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"42ef0c162dbd87d7b836ea255bb81dc2d778e51c","datavalue":{"value":{"entity-type":"item","numeric-id":235504,"id":"Q235504"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$2D74FBCE-5A7A-47A9-8082-C118182616A9","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"be635091689a991256f3b26dc127b364600011f9","datavalue":{"value":{"time":"+2010-01-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2654429$BDE5D53F-5250-481A-98B4-E93330244467","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$6886102A-51F6-4166-B21D-F10817E9CEC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"9fa3e81bd1d73482efe437e765d72accba82d844","datavalue":{"value":"91G80","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$A4B2665E-C2A1-423F-88BF-3A9F0627B1C5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2fa25e9bb2bdecf70ee51489dd356efd69817b52","datavalue":{"value":"5660347","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$1DE5C337-7433-4337-9223-B90C5B538AB0","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae81a44d34132b45beda1ad9ab493a81d9c01285","datavalue":{"value":"mean reverting It\u00f4 process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$55FEC3C6-2490-4AB6-9950-2D17A11A9475","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$B7DDDFD7-7A4A-42C0-9D94-30B2E28575D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f061d9e71efbd14fbc10a4f5b2bc074c636c22d4","datavalue":{"value":"economic shock process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$9C58ABF9-EE85-436C-B986-761AAC396B3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d84e48ecbf10c750e090c85f473e831545476a8b","datavalue":{"value":"risk premium","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$8790920B-E73E-4704-8978-A3CB8173DAFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80bf1264ea55a27d69b87752b4342684c6405e63","datavalue":{"value":"stochastic interest rate","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$3A5F891C-D927-4454-9E4D-504A10F4CB62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4a2e6fd910b72bfcb5681100ac8edff291a7664a","datavalue":{"value":"risk-neutral process","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$B5F692F9-88AC-4261-8869-793B7E106B63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a2885226e03a4ebfa91a2becbb0ff1e8709a2cdf","datavalue":{"value":"subordinated processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$22DED1F9-419B-4DB0-96F2-03FFBCA3C041","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"265cf7fc8d455c02c5ccb6a6cb2e5f8617a5e6a6","datavalue":{"value":"Brownian motion models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$1B82D334-6EFA-4ABE-855D-6055D73B2648","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bc995387871fa37ff3feceb8bf12ba1dc9b4dddb","datavalue":{"value":"foreign exchange markets","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$28DE4743-5250-47A4-A58A-2439083A7FB0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"077fa4ce2d0cec8bf68d04a542c0088991ffda00","datavalue":{"value":"incomplete/complete markets","type":"string"},"datatype":"string"},"type":"statement","id":"Q2654429$75974F7B-8EDF-4D5F-B6BC-4F501D03737B","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":"Q2654429$1BF2A70A-27E1-4936-870F-C48167C4B4F3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"128219e085104f9c2f337c7c84d868aba6564685","datavalue":{"value":"https://doi.org/10.1016/j.jedc.2008.04.004","type":"string"},"datatype":"url"},"type":"statement","id":"Q2654429$58F9EDCA-DBEC-44AC-8798-F92F8C4EEDA8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ff203be7aa0ec2c2e83c892e33696fc0b8141f47","datavalue":{"value":"W2018660374","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$8CF71F9B-870E-464F-B79D-FDAC6F18D25E","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"4a3aa4e47c59c89f480bffbe2ad83cacf6a3a2f1","datavalue":{"value":{"entity-type":"item","numeric-id":4066831,"id":"Q4066831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$F607E55F-EA8D-4D03-9CA5-C00B65333B9B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cdba095a18fb124ec3012f4dbd1598c53b79bff0","datavalue":{"value":{"entity-type":"item","numeric-id":3696799,"id":"Q3696799"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$66F93B09-C099-45D5-B9BA-4F9FD4606DCC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d4ab2369ebb16248b9d47ad8adf286a7f6fb30ed","datavalue":{"value":{"entity-type":"item","numeric-id":4226871,"id":"Q4226871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$56A61C87-0548-41B4-9EE9-5D260EA112C0","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":"Q2654429$293B3D68-C4FD-4CE9-808C-8435C5BBAEC9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f6b0479428e2ab3288ce6f4b559b16519ef8391","datavalue":{"value":{"entity-type":"item","numeric-id":5624436,"id":"Q5624436"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$15BA1916-CD9C-4A3F-8542-602D534DFC91","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":"Q2654429$1E3A5B3F-7A13-4D86-B5B5-5E126A97BDD0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$BDBC8F79-247D-454C-9CDC-DB9996D350BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e4c698a06fc317a9736df1665fc1ebc605865cc9","datavalue":{"value":{"entity-type":"item","numeric-id":4002114,"id":"Q4002114"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$DB474C60-470D-45C0-B792-22CB74CEA3EB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$CAAEA458-FA2E-4F04-AEED-E14B37BFC93A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0cbb65187a5d6a2f9aa0238ba5e361b71d2a2f62","datavalue":{"value":{"entity-type":"item","numeric-id":5363838,"id":"Q5363838"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$AFE45194-2D3B-495D-8DC1-8180B9C431A2","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c846d21cda120fc92f703308efdd439c9259602c","datavalue":{"value":"10.1016/J.JEDC.2008.04.004","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2654429$1D407F7A-DBD8-48B0-B2E1-7A6929CFC692","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"61da792f8b5bb8113a6af5e8a75aa0e465faced3","datavalue":{"value":{"entity-type":"item","numeric-id":73630,"id":"Q73630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2654429$D771B7D1-0C18-4464-A7D6-582734860B29","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"46b5bcb5669b7e273ac1fe605c6ff1203df2e97e","datavalue":{"value":{"entity-type":"item","numeric-id":3523565,"id":"Q3523565"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"82d8dee4f16903302a84093317d5290eb711bf91","datavalue":{"value":{"amount":"+0.7376275658607483","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":"Q2654429$EFC98000-11BF-4AA2-9076-4318460ACE45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"73dccf4d4194f177c63a034fe8eb50327a222b9e","datavalue":{"value":{"entity-type":"item","numeric-id":5363206,"id":"Q5363206"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f4c97efecbb070b9140cae109644d613090ad12e","datavalue":{"value":{"amount":"+0.7256742715835571","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":"Q2654429$9F4BE819-A249-4632-8F47-0A426D9CA90C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2654429","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2654429"}}}}}