{"entities":{"Q2691691":{"pageid":2702435,"ns":120,"title":"Item:Q2691691","lastrevid":44639298,"modified":"2025-11-24T14:51:56Z","type":"item","id":"Q2691691","labels":{"en":{"language":"en","value":"Specification analysis in regime-switching continuous-time diffusion models for market volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7669552"}},"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":"Q2691691$9F2EC841-FC3C-4FB0-ADA3-48A61F0BD21D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fe542a95bf80e1d1a9e4414dae2c4ed1390a9e10","datavalue":{"value":{"text":"Specification analysis in regime-switching continuous-time diffusion models for market volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2691691$B7E26501-68B2-4CE9-9CDD-4B4635FF35F0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"55ba540d37a52ec9b3d92d89a0f9b6329b08ca3f","datavalue":{"value":{"entity-type":"item","numeric-id":2327650,"id":"Q2327650"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$ECFBC0B7-1E90-436B-9B9B-4439EA6CC2A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"24d7bde2b1355ccced49c8f65ed239ca327add61","datavalue":{"value":{"entity-type":"item","numeric-id":302340,"id":"Q302340"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$C5BE714E-926F-4EB9-920E-0C1B29D36358","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f97628641cb4cd831116cf5565f2246b89f82ded","datavalue":{"value":{"entity-type":"item","numeric-id":433708,"id":"Q433708"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$4A10AC73-3BEA-47D0-9944-389D8756CCC1","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"55ec59bb5a9318d90bccd7149395feea6793e4e5","datavalue":{"value":{"time":"+2023-03-30T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2691691$E2B41720-3937-46B9-820A-CE33EEA8FC11","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2691691$20F4B396-CB9A-4E3F-A1D4-4FE628E19DBF","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2cee9a9058ab4c43f31c0f2d1733405401b705e8","datavalue":{"value":"7669552","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2691691$924E9A23-1B72-474F-B496-2DF4FBC98C6D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e3efa6166d98834a74c7b7deb89d303aae345bdf","datavalue":{"value":"constant elasticity volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$E506099F-3BFB-42FF-AB10-FAE3C14941CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ec717eac884ddca9d116cf9c9e610cc96cedf51","datavalue":{"value":"endogeneity","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$84DCC79D-E202-46DF-BFD6-A24638279239","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"003ccbf26f87cc11c98af668cdc39237d404a52a","datavalue":{"value":"maximum likelihood estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$4D8966F2-14F1-4321-A141-85E4484CFE76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"92ed5f3d70d949a296824f34d5f8732cb8d9eb98","datavalue":{"value":"nonlinear diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$7319C66B-12ED-45C1-9D03-6EF4E74D51B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c2677cca4e4737bfe3822d7ed9259b3acaed9734","datavalue":{"value":"regime-switching model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$99F70DCC-07FE-4BFF-9ACF-DDED8FE0D3D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dfa48e538eef14fdd507581177948a1ad4a26caf","datavalue":{"value":"volatility index","type":"string"},"datatype":"string"},"type":"statement","id":"Q2691691$BC475486-49DB-43D8-A29A-41887A6F5731","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":"Q2691691$BE3A4191-755D-47A1-B140-89F01216A8AE","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"72e4667af0e73ffb5f91891296cb67dd172d3b3f","datavalue":{"value":"https://doi.org/10.1515/snde-2016-0047","type":"string"},"datatype":"url"},"type":"statement","id":"Q2691691$10A8DCB3-CD46-4DDA-85C7-0068E8A37E59","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"2fff2bd73d383ed55e0233eb003fcb18108b4d92","datavalue":{"value":"W2588111887","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2691691$F6468C05-4232-4003-B9F5-69C72A8C41B2","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"91ccde2076d9d7002ef4926a4bd338f10048d155","datavalue":{"value":{"entity-type":"item","numeric-id":5474965,"id":"Q5474965"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$BB31A4C6-0228-46FB-B629-C0C36673114E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"864a1497f937260838699d3f902444dfdffc1ed3","datavalue":{"value":{"entity-type":"item","numeric-id":4530902,"id":"Q4530902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$19323550-30DC-41B3-8CFC-D20C3D7DA2FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ebca03efd53802792ec3be8d14fcab1151054237","datavalue":{"value":{"entity-type":"item","numeric-id":5472958,"id":"Q5472958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$0685105A-6FBA-4BC5-8C32-B7CFB18758F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d458f9d40a2164b904160bd3a427cd146dacea7","datavalue":{"value":{"entity-type":"item","numeric-id":136004,"id":"Q136004"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$7D977002-2546-4779-B84B-81E52ACD9B1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"08e3990c9b5bb65c2c5143ea9d4fd3ae27560699","datavalue":{"value":{"entity-type":"item","numeric-id":3574739,"id":"Q3574739"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$80775752-4985-435B-88EA-89BEEC0F8817","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":"Q2691691$570C7CAA-E80E-4DF8-AA40-233445B3B5A0","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":"Q2691691$7C39F010-718F-431C-ACF0-36BB33197F35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33aa01900fe1ea4a2d37767901424005dc881d0b","datavalue":{"value":{"entity-type":"item","numeric-id":3839571,"id":"Q3839571"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$08A2F166-1163-45FB-B9E5-DA66D49F2C6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d0f3095834fd42f2dbc406a649f0512096bbf721","datavalue":{"value":{"entity-type":"item","numeric-id":1113255,"id":"Q1113255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$0FBDDBC3-40B2-4DE6-8F11-0B4009DA5F9A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c19bcd2bfcf7f5ff0ec62eddb21944353aedf940","datavalue":{"value":{"entity-type":"item","numeric-id":4203680,"id":"Q4203680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$C50FBFF5-C992-460F-BC64-55C56F861E2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3a72fa585e60908ba3833e6f24023dba0d1abfb3","datavalue":{"value":{"entity-type":"item","numeric-id":1341198,"id":"Q1341198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$E45C4D2E-0EF4-4BE7-BD9A-2549A5DC42AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f64f8eb7b849dc30aab52113a35b92b72f61ba34","datavalue":{"value":{"entity-type":"item","numeric-id":72021,"id":"Q72021"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$2489A27F-DD9F-4B83-B37C-C3C49A64DB4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50d120594022b5cf80cf75d47d29ef8d6bd81a47","datavalue":{"value":{"entity-type":"item","numeric-id":5804592,"id":"Q5804592"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$82384CE9-663F-409C-BB84-BB6D26B9DB88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"24c5ff5fb23304ff1b0e9efee069eeb51ce73d15","datavalue":{"value":{"entity-type":"item","numeric-id":4905685,"id":"Q4905685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$08808908-70D8-4228-9FAD-925155ED53BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bdd3078ca1210f44c435ff35eba79d85941cf1cd","datavalue":{"value":{"entity-type":"item","numeric-id":4551769,"id":"Q4551769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$9A4B3835-9837-4FF4-852E-1085B3A6509D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4f9201dc88605fb2d86a42af97419a35bbe0c1a5","datavalue":{"value":{"entity-type":"item","numeric-id":894646,"id":"Q894646"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$5C11A1A6-5D3E-4490-A116-89BAC6D5493C","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":"Q2691691$8534E1D9-3D43-434C-AB00-F17D46CDCBA4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2621bc992288d009f9b8a40529ede126063cf351","datavalue":{"value":{"entity-type":"item","numeric-id":110331,"id":"Q110331"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$085CEC23-6ED2-4BB8-9836-2F3D119EBF80","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"c0e8f784189a1d39ac8455aa5ec92c1b10841106","datavalue":{"value":"10.1515/SNDE-2016-0047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2691691$EE350153-A3EE-4ACA-A7F7-17907E5F18C8","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5dca9e0dba25152297b921b278375e236cfdf47b","datavalue":{"value":{"entity-type":"item","numeric-id":75802,"id":"Q75802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2691691$58EBB001-D699-4426-8E06-FF9061F1EC8B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7960ecf41feb367be7d5d8993306664a6a088f60","datavalue":{"value":{"entity-type":"item","numeric-id":5051948,"id":"Q5051948"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"602bb12db5bfef512cccff91b52bdb6660e1e6fc","datavalue":{"value":{"amount":"+0.9081603","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$365EE907-A57D-42FE-886B-231621331650","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2cae6d3954f3ffbdba50c476e678cc38bc7e73f4","datavalue":{"value":{"entity-type":"item","numeric-id":936399,"id":"Q936399"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6cbdefd73999ab8a126d813f999544cac7145c5f","datavalue":{"value":{"amount":"+0.88289785","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$295A0213-226F-4622-AFBD-2C0168CEA683","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"539ce6778e8efa37eeea7f80335c8f568bbee38d","datavalue":{"value":{"entity-type":"item","numeric-id":1789998,"id":"Q1789998"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"45dcaad8ddb03bcea170824a30a2f784b0ed2769","datavalue":{"value":{"amount":"+0.8793414","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$5568F0B0-1D25-4A13-B496-C04AC16BD5DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b96b664d8d457fe668ec90428c29081d80f67325","datavalue":{"value":{"entity-type":"item","numeric-id":2207789,"id":"Q2207789"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9adbc12e18161854b18a6b6a7b6e71936dc91799","datavalue":{"value":{"amount":"+0.87818336","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$0F40CDA8-3C7F-497B-A282-568B72B96C37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"222c4417e0a173a8a2fea357a9b6d227408c0ae5","datavalue":{"value":{"entity-type":"item","numeric-id":1020116,"id":"Q1020116"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6a9eea4e5bcfb84dbab2ee550f4aa8decf7152f4","datavalue":{"value":{"amount":"+0.87711763","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$AEEFA4FF-A413-4B9D-B29F-4FD308BB5A65","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"399a8bf0fc1191175b9ba447d3a7565873b1d219","datavalue":{"value":{"entity-type":"item","numeric-id":291102,"id":"Q291102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8b46e9bac1cf421ca0ad829cf1064059a9a88c72","datavalue":{"value":{"amount":"+0.87470365","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$B16B1796-2BCD-46EB-B7AD-0063A5BDC5C7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e19c21891f313d121c7ec77d9e845a49b881b35e","datavalue":{"value":{"entity-type":"item","numeric-id":4685700,"id":"Q4685700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8ab99797177a8cd2fd4b83416015d9f11bad7dbc","datavalue":{"value":{"amount":"+0.870231","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$294F0F57-1036-4659-AB1B-7BA845147161","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ec7b83031d81b53494be86acb2f1ca461af9cfbc","datavalue":{"value":{"entity-type":"item","numeric-id":737254,"id":"Q737254"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"33c435e89f493fe8c4511f3421f3cb3ba69ba794","datavalue":{"value":{"amount":"+0.86822","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2691691$0F563399-3ABD-4D4C-8D5D-329738764526","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2691691","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2691691"}}}}}