{"entities":{"Q2700553":{"pageid":2711297,"ns":120,"title":"Item:Q2700553","lastrevid":44645034,"modified":"2025-11-24T16:32:20Z","type":"item","id":"Q2700553","labels":{"en":{"language":"en","value":"Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7679725"}},"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":"Q2700553$CCEB2FEA-6C11-464E-B68D-E31156D81A32","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"adc2fbf0758fdd857697a60dafa05bf40e046e41","datavalue":{"value":{"text":"Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2700553$6998E55C-18F8-4DE3-A7A2-1C099D854B92","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"5e83b0cec15abff0f8fb83d296296378737cf8d7","datavalue":{"value":{"entity-type":"item","numeric-id":2700552,"id":"Q2700552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$A11E1207-514D-49E1-A866-7F1D55611CD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a2ec32fc106545dc6f0dc512b77ee79c06d76b7d","datavalue":{"value":{"entity-type":"item","numeric-id":2190295,"id":"Q2190295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$DE827018-2CDA-4229-A841-79B1DE9B914A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ecb0a3175fc6237f44a8eea1f7345d5434baa58e","datavalue":{"value":{"entity-type":"item","numeric-id":452661,"id":"Q452661"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$690B8FF7-1B2F-4A71-81E0-E96EB680A746","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"74408d541e56041c0ad7c62d17b5e76afde38223","datavalue":{"value":{"time":"+2023-04-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2700553$35CC0A20-7397-473B-923D-F165B885346D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"923277c2ca15164b9d1e9edd451ca037b356ac9e","datavalue":{"value":"62-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2700553$61F57E24-C289-45DE-A6F2-76B1447B60AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2bfaecbf584554114e0043b0c6c7bffb91e17209","datavalue":{"value":"91-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2700553$4B1013CB-15FD-4B52-8A61-7489E5734271","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6a3e45e3404ad0d264d136ec9e9172644548f6a3","datavalue":{"value":"7679725","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2700553$4C696B4E-1451-4B61-A000-A49927F06CC2","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"aebf6d9e5f433a194ca773288fc5a917f86f8bf9","datavalue":{"value":"CARR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q2700553$589D3ED9-E7D5-4970-982D-FCF6C7BEF412","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"120eab7ac1ac24b964df75351df3107807f12a2b","datavalue":{"value":"quantile Rogers-Satchell","type":"string"},"datatype":"string"},"type":"statement","id":"Q2700553$F2C6E6EA-21E1-4095-BC82-C8C4EBBFF639","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"251c66244ff8d97f51b79b2642dd47d5e0d79e06","datavalue":{"value":"range-based","type":"string"},"datatype":"string"},"type":"statement","id":"Q2700553$561CF9DA-6AFB-4A37-8ED2-20D28D29626F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2700553$31360875-4FB3-46EC-AA72-922BEE429CDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q2700553$16C5989F-3289-4FDF-BB98-6FDB25A81E38","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":"Q2700553$46777625-0AA2-4B10-96CA-83B174112822","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"cf88af12c2f728ec66b60c15804c89e590a80909","datavalue":{"value":"https://doi.org/10.1515/snde-2019-0101","type":"string"},"datatype":"url"},"type":"statement","id":"Q2700553$F6901465-9D0D-4DE9-B039-ACAE3395EBD5","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"57b68820736e37d216d25b80cb94ac096d5bf17a","datavalue":{"value":"W3166732506","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2700553$416A5B6D-FB16-4A8E-9B6D-6DD5EF7BD472","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$A0326611-4E5B-4AD0-AF8C-F2C8876FD72C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dfeb69db1fe5b127ae519aea2957e67db3478211","datavalue":{"value":{"entity-type":"item","numeric-id":2757301,"id":"Q2757301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$1A600CAE-4E45-4003-A6CA-743324D27645","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":"Q2700553$2572F6C6-BDF7-409E-8077-020A2BD5B7D1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"586d738cdae59169d71bb963727d0eecfc40e88b","datavalue":{"value":{"entity-type":"item","numeric-id":1927087,"id":"Q1927087"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$413DC2B7-C2C9-4F3A-8794-BCC84CA38B6D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1d42d42bc097a6a2fa5846132fd776f4d79dc06c","datavalue":{"value":{"entity-type":"item","numeric-id":2697030,"id":"Q2697030"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$0865C103-2C51-420C-B63C-400507834AA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e1bb26f43c808ae5b45ee35e2406b57f1ef24342","datavalue":{"value":{"entity-type":"item","numeric-id":1023630,"id":"Q1023630"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$85C8F596-6361-4D90-91F3-28B3F2878B9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f2b91ebfa7b6630208b32044ad53d0ca59bb1c55","datavalue":{"value":{"entity-type":"item","numeric-id":419142,"id":"Q419142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$07FD076D-BAD5-492A-9148-D726F0FF8044","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5354e706b9a1eb253a1170f229ff1bab442160d3","datavalue":{"value":{"entity-type":"item","numeric-id":609837,"id":"Q609837"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$D6DE3782-AFD4-4128-8E5F-E6961A347B01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3cff6144d39f5239ccdbaa79465c9307e86b421e","datavalue":{"value":{"entity-type":"item","numeric-id":289157,"id":"Q289157"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$DAE69537-1985-4ACD-AE44-4123446B6022","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$E7AFB624-236A-4BEF-8EF9-9244744B4E91","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"80f55d3d6a50edb114e7e74840a213fcb0fb079f","datavalue":{"value":{"entity-type":"item","numeric-id":4151032,"id":"Q4151032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$EF93A696-C33C-43E9-9C27-09B7BB10D26C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ad4ddd4d4de90997367f5880cb88723a0b117e5a","datavalue":{"value":{"entity-type":"item","numeric-id":277164,"id":"Q277164"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$6890DCC9-8707-45FA-8BD1-3F71C1530324","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22bbaa2240ab5d883305e539e1c622cea3cddf04","datavalue":{"value":{"entity-type":"item","numeric-id":737280,"id":"Q737280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$B3B12C6B-3CB3-4046-A7A2-9EC5A6BFCE67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4ec4d018070824149b0d7a390957a00ad9129c1d","datavalue":{"value":{"entity-type":"item","numeric-id":1182679,"id":"Q1182679"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$9E63AE21-0C5B-4E31-991B-65F5BB8CCCD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bb339b2a98b92bb4803537a8868ad50cc570e145","datavalue":{"value":{"entity-type":"item","numeric-id":1766989,"id":"Q1766989"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2700553$FB29BE00-E017-4C4E-AC88-4457006F7C8E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fd7757edc55bda6073fd1b0423a5840b3fedebca","datavalue":{"value":"10.1515/SNDE-2019-0101","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2700553$C5DC1857-3A31-422F-9B92-B6FF7A6BCA6D","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":"Q2700553$16A9FF08-8DEA-412C-88DA-C6DEB2481E94","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2700553","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2700553"}}}}}