{"entities":{"Q2722284":{"pageid":2733023,"ns":120,"title":"Item:Q2722284","lastrevid":47636326,"modified":"2026-01-02T06:57:03Z","type":"item","id":"Q2722284","labels":{"en":{"language":"en","value":"Forecasting stock index volatility"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1617505"}},"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":"Q2722284$085B69E9-E945-42AA-B6F2-3C787D2DD322","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"179c1c97b61807128e601f0815629f3fba58d433","datavalue":{"value":{"text":"Forecasting stock index volatility","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2722284$DD5DE894-275B-4ED1-ABF4-B65389AF9311","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6004d8b9cb69332bc129b7f47fc538ef1cba9d89","datavalue":{"value":"0967.91065","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$75CF4E4B-B99B-4EE7-AB2F-157116D6C0ED","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"b16e457adaec27660a0aceba1be79528ddb2584d","datavalue":{"value":{"entity-type":"item","numeric-id":2127357,"id":"Q2127357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722284$103F2C17-D6D2-4D82-B5AF-09949DC0934C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"fa63c37dc26c14abd09b6918376780b16d217ca7","datavalue":{"value":{"entity-type":"item","numeric-id":2722283,"id":"Q2722283"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722284$8C84D88B-9E44-4B68-9692-F7FCA73DE65B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"f25b94b50fe7680e791bf89b311bfc2e650c6a4e","datavalue":{"value":{"entity-type":"item","numeric-id":69913,"id":"Q69913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722284$EBE66657-544E-4F0C-A477-22FE80D6910B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a2ee3b935f81a864d03f4e2c25395eef672e39e8","datavalue":{"value":{"time":"+2001-07-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2722284$AA2C10A3-1901-432B-9E4C-DEC071932559","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$E97F8E9A-C0CF-437D-92C5-8C06D4892044","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b0e497fa25972a5e8a0353b17744210646653683","datavalue":{"value":"91B24","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$A6236075-13C2-44C6-9783-384E97166254","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$8AED9D76-F653-478B-9EF7-FA542DC00092","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$02707FC9-2BE9-438D-8C33-6DC689F9CF68","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"9010cd7009a0923509fdc55914bd913d9715cda0","datavalue":{"value":"1617505","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$41058346-B035-4709-8FAF-8EDD9B0A7FD9","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e13da845b1bf1f24d1eeecdabe7ce85f2ba19aa8","datavalue":{"value":"volatility forecasting","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722284$76DFD499-13BB-4592-AC13-ECE8E1B66D66","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f13563d1dc4f4d70af6998d7272a231aa601f328","datavalue":{"value":"ARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722284$BD81DF32-A27E-45C4-A950-05F88CC93706","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7c27db8e1e219d9ac022bcec02905a7059194af7","datavalue":{"value":"downside risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722284$F6C88EE8-80F9-4BD3-97B0-8862A1EF028E","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722284$AF4F692D-C279-4807-9EB2-C3FCFE7EDE53","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0b3199b0a63c92f6e57d413c192372550938d5a8","datavalue":{"value":"https://doi.org/10.1002/asmb.423","type":"string"},"datatype":"url"},"type":"statement","id":"Q2722284$C837E935-65C6-40A1-B18F-C5D469E40477","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ad0eaa23cbd26d82f365efe4519d1fe18b408cf5","datavalue":{"value":"W2106044075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$6240E921-BC15-40DC-9D3A-FD3A56FA238B","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"c27d35e64d82d0f11198c6ff6e84d3d9534ecb38","datavalue":{"value":{"entity-type":"item","numeric-id":1355665,"id":"Q1355665"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2722284$9F0A7E86-CACF-403E-9183-4EA86AE1F7FC","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":"Q2722284$38ABC39E-D129-48EE-BD81-563348001D3C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"dfe2a6abffc9b1a6a9273bba9e63eab48654a2af","datavalue":{"value":"10.1002/ASMB.423","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2722284$B799E0E0-5899-4662-9AF3-608F02ED1B9E","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"dbda3309065d376543421cf7ca208df67ddc5687","datavalue":{"value":"Volatility modelling has been a very active area of research in recent years, mainly when referred to financial markets. Volatility measures are in fact crucial in many financial areas such as risk management and asset pricing. This paper is concerned with how to construct stock index volatility predictors using the returns histories of the stocks that define the index. The results reported in this paper suggest that different volatility measures, one applied to down and another to up movements in prices, provide useful information concerning volatility estimates of prices over time. Furthermore, it is found that the volatility of a stock index can be explained by the one of its related components and that different stocks explain downside and upside volatility of the index. The Italian Stock Index MIB30, along the 30-blue-chip stocks on which it is calculated, provide the time-series returns to test the model.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2722284$9808B877-BD54-4663-856A-CCD0BF52721A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4a2a3744482e7eb7183ca83560e80fd0e3c4b83e","datavalue":{"value":{"entity-type":"item","numeric-id":4939360,"id":"Q4939360"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a76221dab6ce63926430ef3f1f9ef43b354f1fcd","datavalue":{"value":{"amount":"+0.757223904132843","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":"Q2722284$1B2E1C4B-D634-416C-B444-49E64C11C59F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"776e93cf1629bd48a86854cafe8d46cd5c83dd4a","datavalue":{"value":{"entity-type":"item","numeric-id":5852472,"id":"Q5852472"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bd24a1c7e0f0d210f7833cb0ffe0331cc6704534","datavalue":{"value":{"amount":"+0.7526723146438599","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2722284$F58835FE-3845-4F90-94E9-691166D150E5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"926880cb7f0fc8faf018bd01612108f7d885f220","datavalue":{"value":{"entity-type":"item","numeric-id":4687278,"id":"Q4687278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4932c7a12cdf99a0a92fa0336f4dc8ac3df59379","datavalue":{"value":{"amount":"+0.7522875070571899","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":"Q2722284$3377BF6A-3496-4054-9093-F2976ABA55C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"121196c5c290ea7b29946a899da3c986a8cc5842","datavalue":{"value":{"entity-type":"item","numeric-id":4593857,"id":"Q4593857"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e7a9e20a3207c89f37a8d6188300e53a8b4e3604","datavalue":{"value":{"amount":"+0.7506077289581299","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":"Q2722284$05250AD7-3BEC-495F-8FAD-2070F3320FDD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bcf79a898ebc660eb3dcad2bec89b217d0a8436c","datavalue":{"value":{"entity-type":"item","numeric-id":1614020,"id":"Q1614020"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d2d0ab3ce4bf5ae5e1a28d912c2b51baecdfec4","datavalue":{"value":{"amount":"+0.7470067739486694","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":"Q2722284$58D3496A-E318-4197-8677-7946E177F609","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2722284","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2722284"}}}}}