{"entities":{"Q2667134":{"pageid":2677877,"ns":120,"title":"Item:Q2667134","lastrevid":54156002,"modified":"2026-01-26T08:56:11Z","type":"item","id":"Q2667134","labels":{"en":{"language":"en","value":"Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7432451"}},"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":"Q2667134$A6250105-7B63-49E1-B546-E111428987D8","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4bc6f3a5fee707351286cb792c222c529e916707","datavalue":{"value":{"text":"Data-driven and distribution-free estimation of tailed-related risks for GARCH models using composite asymmetric least squares regression","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2667134$CD75A2CE-2978-40ED-A7A3-A95452975E86","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9a21932c2c68e1a0a3aa4e93cf5e0c6fa190b22f","datavalue":{"value":"1479.62079","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$1A49CD60-C4E6-4E41-A4D9-CA82BC33A39E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d29f82f8bb525ac9db1211b2316cf5e6f2cf5199","datavalue":{"value":{"entity-type":"item","numeric-id":215192,"id":"Q215192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$8C8F4E64-B697-40E3-BB8E-C5A222125609","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"5c5355d09c7a15f41befb043e3a7f6972a01936a","datavalue":{"value":{"entity-type":"item","numeric-id":224884,"id":"Q224884"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$40D677DF-8E58-4655-A39C-37F764BC5DCA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2ea320d9c5aa9e1a319894f01a7cbf8049c936d3","datavalue":{"value":{"entity-type":"item","numeric-id":728682,"id":"Q728682"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$56954665-D448-4CAC-A8C6-90390DC5B0FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fec37a43c05dd4b0f7009488353381cf16ed0148","datavalue":{"value":{"entity-type":"item","numeric-id":2667133,"id":"Q2667133"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$321C9A57-0355-4E34-BBD8-28140B1FD0DB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"9291c21615d62497aa2bb6404791ba4d7844695d","datavalue":{"value":{"entity-type":"item","numeric-id":61355,"id":"Q61355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$1C6123CA-E85C-4899-A514-2D0441416852","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5f514d788c7189561054f85987d5959a8ca7fefe","datavalue":{"value":{"time":"+2021-11-24T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2667134$449D6AF8-90DD-4E92-8FAA-0BE4BAADA077","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$8EAE1E5B-ECB0-467B-86EF-5D70BC2A5393","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$4765D612-36F1-4295-9858-54AFA4AE8A99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"f246370bc14817a436fbd110d855471daa5fed99","datavalue":{"value":"62G08","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$EEB973EC-B8DB-4EFB-B914-E66941A34DC1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"63aec181f5f25f527f4a50518ef030353abadcda","datavalue":{"value":"65C05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$8379CDEC-1F06-460B-8690-0AFDCE090236","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"cce6db630762156d43f75878c1e6d930d09e31a6","datavalue":{"value":"7432451","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$3116B647-D55E-4C58-8D78-1D0F4975C707","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3309471c54c41b5a1cdd4d5de0e8bb697a780996","datavalue":{"value":"empirical likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q2667134$AC2FB705-B02F-4F89-B61D-D32CA3D70B6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"75a029a180b0ba7f8560b3a3697daa4f995d7b9a","datavalue":{"value":"asymmetric least squares","type":"string"},"datatype":"string"},"type":"statement","id":"Q2667134$9B73E63E-CB58-4E8A-82D6-13853D30E9AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"54605b962c804990293c5aa4287c97affaace6c7","datavalue":{"value":"tail-related risks","type":"string"},"datatype":"string"},"type":"statement","id":"Q2667134$F04D1918-2AE4-4CD6-9332-C4F3537F4C1B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"501defcdbe8b814e22453dfae6fea4ad53a6b95b","datavalue":{"value":"GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2667134$2D57CB87-CABB-495C-83ED-0A246CCF5152","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"9ad3eefbb5d60d181316be8b5e68d526674b3e66","datavalue":{"value":{"entity-type":"item","numeric-id":16600,"id":"Q16600"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$606E413F-6405-4B0D-91B2-3793E0930F05","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":"Q2667134$6A834940-A580-42D4-8F5F-16A4A748356E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"ee5c754eaf0c3b96351967d44d06efb10df0eabc","datavalue":{"value":"https://doi.org/10.1016/j.cam.2021.113862","type":"string"},"datatype":"url"},"type":"statement","id":"Q2667134$A16EF6DF-E073-457D-A061-F4B180BC431A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ea349bff9ca259f54d2ec4769a5dcaca5f7ab30a","datavalue":{"value":"W3206655341","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$966E2AF2-D840-49D0-8795-F0E1E59A81B5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"2890deb3613c1ab9f18bca34a35c4935b80a5f62","datavalue":{"value":{"entity-type":"item","numeric-id":5445942,"id":"Q5445942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$0CE51680-21A4-4A7A-BB06-893063E34C17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9812da07869639cd7f1c306433fc4dc3d2543b7b","datavalue":{"value":{"entity-type":"item","numeric-id":1395935,"id":"Q1395935"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$24BA31D8-0B6C-454C-BF52-B14A666C2CEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$BE7F7352-DFC4-405C-8064-992191EDA8BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"775da458c2be17124fe64fe6cba10cc87293134c","datavalue":{"value":{"entity-type":"item","numeric-id":3069899,"id":"Q3069899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$65596D99-C327-4B83-B860-8C83DB0CC9E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4fb44a41a7ee86fca7d5c197ae24a7acdf8699b9","datavalue":{"value":{"entity-type":"item","numeric-id":2831006,"id":"Q2831006"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$442BA8FE-D03C-4502-8BED-97FB6A9B9BEC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6a4e21d370ca8a4f1c41c42d433d2518eccc0802","datavalue":{"value":{"entity-type":"item","numeric-id":894634,"id":"Q894634"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$171250D7-F92C-4612-BEBB-43F4C4CB4E41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9eb2fa08e1fb9b2a2c88e27539d9d40701e7c4a2","datavalue":{"value":{"entity-type":"item","numeric-id":153948,"id":"Q153948"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$50BC0E9C-E642-4CC7-8B53-A35DDA5D0C63","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2dd8406346d86d37ead6c0513d80af8b6472c45e","datavalue":{"value":{"entity-type":"item","numeric-id":4839921,"id":"Q4839921"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$6079E5A5-71F2-4650-A40A-B2D21D89634B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c697475ad3e11eb802d59736a7ec9f25ec91e872","datavalue":{"value":{"entity-type":"item","numeric-id":1332873,"id":"Q1332873"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$8BCD1D2A-8037-4BB2-BCCC-A00EDF7E04E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4dd17e57d544a597c17549d03e1d712550bd74f1","datavalue":{"value":{"entity-type":"item","numeric-id":1660129,"id":"Q1660129"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$85B7628E-B86E-487A-B217-A8EB2E8935D0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"795b5404a0ba2272804760619a9d26922898f74a","datavalue":{"value":{"entity-type":"item","numeric-id":302198,"id":"Q302198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$1F3CDA8D-E2AB-45F6-BC39-4603C370161A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"89cdd5f9ee9d00640ef65a08e2261fb4aee77956","datavalue":{"value":{"entity-type":"item","numeric-id":1327843,"id":"Q1327843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$0307B96B-8BE1-45AC-AD47-95D25CA021B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1b5659e649e8086870aafb92b1f80ed808486d54","datavalue":{"value":{"entity-type":"item","numeric-id":2756704,"id":"Q2756704"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$6642B56A-B3FB-4B64-9E62-FDFB66FBC6D4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3235a491326653799f2a61b664e0614befca4086","datavalue":{"value":{"entity-type":"item","numeric-id":3552962,"id":"Q3552962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$C15A6CA8-A9B2-4256-8738-47EBA9DC97DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2a2d8fc6beaad4f31cf5084038f22c16bfd19ed","datavalue":{"value":{"entity-type":"item","numeric-id":4632620,"id":"Q4632620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$4224772C-BFF2-46A9-93B2-14907A20C124","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":"Q2667134$25DE607C-B71E-4C15-9048-9CBC591DD171","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b26a0ee0954a1521148040cba1f7f09acba78faa","datavalue":{"value":{"entity-type":"item","numeric-id":4841246,"id":"Q4841246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$BC26BFAA-358A-4AE5-B768-48BA00426434","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c6dca9203ee62fd577c36c0a418629c4b43fd17","datavalue":{"value":{"entity-type":"item","numeric-id":4971425,"id":"Q4971425"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$1283AB8B-C454-428D-B069-6F3A12C511EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18396644b210fe47e2d876b4533f8e37061c6c87","datavalue":{"value":{"entity-type":"item","numeric-id":2628831,"id":"Q2628831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$596FCCF2-0277-4438-983E-B5CE0A5097E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a5033bcf68d2e3ee284fdda42c507f9dc7cf181e","datavalue":{"value":{"entity-type":"item","numeric-id":1697365,"id":"Q1697365"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$474128A1-3189-4B6B-A3B1-8BF192471C29","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f7cbb3a192b1074545890b61bedee8dccc126f1b","datavalue":{"value":{"entity-type":"item","numeric-id":2122800,"id":"Q2122800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2667134$07D786D1-6E6E-4403-B538-A91A230697E7","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"08c5ce5abeb5020ef5d17649326bde8826aebcb2","datavalue":{"value":"10.1016/J.CAM.2021.113862","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2667134$65B8039E-CDFF-44D9-A423-51BAC27A96AE","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4abf64b3df738fc13e48ba7c3eacde989e003d59","datavalue":{"value":{"entity-type":"item","numeric-id":3632423,"id":"Q3632423"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a698c0ff8fbc0ae0e637aabc2581c03586e6dd8","datavalue":{"value":{"amount":"+0.7866035103797913","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2667134$F002E037-94EE-40C2-B6F8-5F2F833D5779","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e578d39ce83402b5a32d45e6d70b709eb0c5b054","datavalue":{"value":{"entity-type":"item","numeric-id":5152549,"id":"Q5152549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a95cc161589ccc72cdb6074c7e2da4f33750adb","datavalue":{"value":{"amount":"+0.7497860789299011","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":"Q2667134$1C75C173-E692-4460-A9BC-35ED300D8D07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9859f5a9a3fcd063842b5534377f677610248b44","datavalue":{"value":{"entity-type":"item","numeric-id":3069899,"id":"Q3069899"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2494c7e8e7e5cbfca9ee102538ef7b66b3f027b7","datavalue":{"value":{"amount":"+0.7451783418655396","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":"Q2667134$210D8E67-9F16-4ED3-96D9-6D69F748C6FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ff3b153713202678be07b17893fe7f50d656caea","datavalue":{"value":{"entity-type":"item","numeric-id":295137,"id":"Q295137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ace4c568e65bcdc27ab0d277e4c750bd11690006","datavalue":{"value":{"amount":"+0.7428234815597534","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":"Q2667134$61F0989E-BB67-4DF6-9DC5-C6A90538AB5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b53806d35466a928d8e4772c9eb9f5feda08a1bd","datavalue":{"value":{"entity-type":"item","numeric-id":276934,"id":"Q276934"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"03ed36acdf359256d7e2f7027525b300f18bea03","datavalue":{"value":{"amount":"+0.7419780492782593","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":"Q2667134$1AE001EA-F6D6-4CFC-93AD-8335F0C5B99E","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2667134","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2667134"}}}}}