{"entities":{"Q276934":{"pageid":278701,"ns":120,"title":"Item:Q276934","lastrevid":77857106,"modified":"2026-05-06T10:12:50Z","type":"item","id":"Q276934","labels":{"en":{"language":"en","value":"Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6577369"}},"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":"Q276934$7C787854-8C04-49ED-BC85-2311804073F7","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9e6573491788090a0212d9ba493d291a6b5c33de","datavalue":{"value":{"text":"Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q276934$5BA0573D-2776-45E2-B1A8-E189D487539B","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"9e0de23af6cf06fde59bb35d16d71ea76451367b","datavalue":{"value":"1360.62500","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$DFEDBD5F-A2D7-4334-862C-AB96188B3342","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"964e161922cee3ec1f7d139715edc24be32ff732","datavalue":{"value":{"entity-type":"item","numeric-id":276931,"id":"Q276931"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$82E1667C-98F4-4212-98AC-2DE6608D3EA5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1ad972ec09843038372f94d99ea3ce25c7bd7950","datavalue":{"value":{"entity-type":"item","numeric-id":276932,"id":"Q276932"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$A934F793-B6EC-42D6-85EE-BE0050609E14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a067bf7e9ee10506b7035b83c3eb090b16ae376a","datavalue":{"value":{"entity-type":"item","numeric-id":217356,"id":"Q217356"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$FC813240-6E79-4282-B652-AF5A07CB6B45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"44ce5ae94116772abb942d98e418cb9e3a95edc8","datavalue":{"value":{"entity-type":"item","numeric-id":276933,"id":"Q276933"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$36D5E42C-91CD-45A0-88DA-B56C8117C0EC","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"332658daa53d60e95e1d3b2af72a36f10dd4dd47","datavalue":{"value":{"entity-type":"item","numeric-id":58362,"id":"Q58362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$7D6EDB7D-5A6D-4DF2-BEE9-C6BA29C2E49D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2aa2704a4eed54251207dbe5dfd4e2547ec4d279","datavalue":{"value":{"time":"+2016-05-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q276934$F89350BA-B05F-4BF2-9A0D-7F716B4D47E8","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$FB126CB1-6E29-4246-8891-96CBD962FFD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$3E86B02F-5D9A-4E69-82CF-170385AFFDA1","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fc478f3a32b5398fa6379d45ce663befcfddbc7a","datavalue":{"value":"6577369","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$FF74B0F0-C0B2-4CF8-B73F-A47D02868D3D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"00686f4d865af2509d434c8020b62804ab9a2f7e","datavalue":{"value":"data tilting","type":"string"},"datatype":"string"},"type":"statement","id":"Q276934$727995AF-F5EC-43AD-B21B-1FE25FCFF259","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"501defcdbe8b814e22453dfae6fea4ad53a6b95b","datavalue":{"value":"GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q276934$36F20217-7D69-4AB2-8421-0CB7AECA4384","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c899e9cd4f9cace04d2e959f10d06c301c9ddd6","datavalue":{"value":"heavy tail","type":"string"},"datatype":"string"},"type":"statement","id":"Q276934$65926693-3484-414F-85C0-05E141E7B48C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c958fbec2711536e09a1bba75c222734e783150","datavalue":{"value":"tail empirical process","type":"string"},"datatype":"string"},"type":"statement","id":"Q276934$2A2E79DC-D329-41BD-93B6-B3CA271042C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9effbd77275abc34efef0c019cc670fa9c4fd521","datavalue":{"value":"value-at-risk","type":"string"},"datatype":"string"},"type":"statement","id":"Q276934$2D8B590B-D647-4F83-A610-BCF8B59F0010","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"d1cb83cb338a24a270748d8b7a28f784682f7aeb","datavalue":{"value":{"entity-type":"item","numeric-id":37154,"id":"Q37154"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$15316598-32B7-44A1-A989-B1A127C824B9","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$A2AB5945-E25D-4A3A-8EFB-E321F6DEFEFD","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"9b4dcad8cade0955b1e109a698ff21edd5066115","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2005.08.008","type":"string"},"datatype":"url"},"type":"statement","id":"Q276934$9B115661-5ABD-40AE-9CDD-373F4B60BE59","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6d06a9ae07452b95aea6ecc2e51b99191044e2d5","datavalue":{"value":"W2120387405","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$8D6CC454-43B1-4C9A-AD82-8BC67994EEF5","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ac89c6d52a7b4808087c3b5979aefa227f2f15c6","datavalue":{"value":{"entity-type":"item","numeric-id":5560061,"id":"Q5560061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$57DF4C30-CD59-45CB-9FCC-E26D01494493","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":"Q276934$729FA660-E196-4D19-9A92-5147D374EF88","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0ae3a55666f8ec92fc2ba0c17ada4482f7d07ef3","datavalue":{"value":{"entity-type":"item","numeric-id":1185104,"id":"Q1185104"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$6CCE9CA2-00FE-417F-B12B-954AAFB9B28F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66701fa5e99132cf72f0c2e2d051496fb542e0c7","datavalue":{"value":{"entity-type":"item","numeric-id":2277707,"id":"Q2277707"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$5497DE3B-F1C1-430E-B06B-6D90EB82D451","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53473fee1de2d500f412cc118159f4ed396f421d","datavalue":{"value":{"entity-type":"item","numeric-id":5943416,"id":"Q5943416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$C18283C6-827C-4D05-9C47-5A59A8978639","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":"Q276934$A2BD41BC-1A1F-4B6A-945F-F75769E49B01","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2eff13050498601ee8ae16c778212c51573500aa","datavalue":{"value":{"entity-type":"item","numeric-id":4454284,"id":"Q4454284"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$6236025C-E248-4F1B-8B74-6EB274AE4891","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e2ddd3094d648a8976f0c885c7c405fadc978953","datavalue":{"value":{"entity-type":"item","numeric-id":3762535,"id":"Q3762535"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$9458E3DF-6ACD-48FC-A56A-09BF72B71C78","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b6351c4bd87d9d532088e3fb8bc0c4c4a22a805a","datavalue":{"value":{"entity-type":"item","numeric-id":3203840,"id":"Q3203840"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$4B4FFB89-B7AA-4294-B279-04B503989515","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"33fc0b58f5953f89a45779277822e6df2042e3e6","datavalue":{"value":{"entity-type":"item","numeric-id":5472959,"id":"Q5472959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$3CFF526B-1356-4D3E-8F74-167A9779D619","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"661823e2c3287902eb3ba90e98b85bc7a7774abd","datavalue":{"value":{"entity-type":"item","numeric-id":4665865,"id":"Q4665865"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$D46F9217-F99D-4683-8087-22DFBCD444A7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"21c1ea3f054a6e71b49fec5764e86bfcffa1ba87","datavalue":{"value":{"entity-type":"item","numeric-id":1224394,"id":"Q1224394"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$78A2C8C3-567E-4876-B988-3CFE2BC251A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"df2421118db2603154fbc258a569df06436ad681","datavalue":{"value":{"entity-type":"item","numeric-id":2709279,"id":"Q2709279"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$2F9C7178-2DC2-4427-912E-1898987BDE35","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"09904071b6141034a757c5ebbd6aa4d08c819408","datavalue":{"value":{"entity-type":"item","numeric-id":3782608,"id":"Q3782608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$C70E1553-95B5-43E2-93EC-A5A9CCA224C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"17f5c939b392c8ee6c332364ce59bececd954834","datavalue":{"value":{"entity-type":"item","numeric-id":749102,"id":"Q749102"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$666326DC-5D24-4BAC-96B7-BCA14E9474E2","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":"Q276934$5B3492F0-8C65-4C15-A35B-68185C483A57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"91144c6b414a84b0836e3b95809160226fdcd3f0","datavalue":{"value":{"entity-type":"item","numeric-id":449958,"id":"Q449958"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$3581E9C9-1722-45EC-A575-690BDFF02391","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f25ee31a3a32f94d8bbd6870ae2cb6b59f134792","datavalue":{"value":{"entity-type":"item","numeric-id":2813909,"id":"Q2813909"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$C034CC9D-5C5B-480D-865C-DAE4383210F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ac9b91a365edac0217c3ea96722bd90f32eef92","datavalue":{"value":{"entity-type":"item","numeric-id":4226827,"id":"Q4226827"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q276934$F1E7C75C-1873-41A8-98E4-076AB1B9CD21","rank":"normal"},{"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":"Q276934$2B6ADB7F-42CF-4A42-868F-7BFC74986684","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"98091a84232579f2fe2358cdcff2c0f9db540446","datavalue":{"value":"10.1016/J.JECONOM.2005.08.008","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q276934$A6C222AD-688C-45B9-A16D-863959169A21","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea7a7348a293f94514a5c17afa5343d8f46b82b1","datavalue":{"value":{"entity-type":"item","numeric-id":3077676,"id":"Q3077676"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d2be97219a8777068c8e51fdd1461354acca9a32","datavalue":{"value":{"amount":"+0.8442156314849854","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":"Q276934$BEA2B672-2141-483E-88B9-B05BA402D5BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea7aa14ea58aa3ccc9c55b19f76ba440d7d72f7d","datavalue":{"value":{"entity-type":"item","numeric-id":1659142,"id":"Q1659142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a162e644a7825d5098d5300213a4aec38a1ec037","datavalue":{"value":{"amount":"+0.8194745182991028","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":"Q276934$6426101B-75DE-4985-AE33-BA706F3B04BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f299477696d34a94d99c82a64f8afb881116de1","datavalue":{"value":{"entity-type":"item","numeric-id":3615082,"id":"Q3615082"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fdc77626a27fcf58b1c5b92efee758e75bddeba0","datavalue":{"value":{"amount":"+0.8077588081359863","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":"Q276934$95F0978A-1849-4739-91CD-6AF40664E296","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e5bf82ebef2f3d21e2769f749bf7442c9b1b15e8","datavalue":{"value":{"entity-type":"item","numeric-id":3132167,"id":"Q3132167"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa6f653d4b9560ba8f2a9cddee874b2feb1e7826","datavalue":{"value":{"amount":"+0.8067102432250977","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":"Q276934$72392C7C-E970-4150-AD55-1DB04AE302FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f56ea9cffec998ad123648f93cada4d9dcd022cf","datavalue":{"value":{"entity-type":"item","numeric-id":5472959,"id":"Q5472959"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dab2b9c48795f19d86108a7d8095e0dbe172c7d7","datavalue":{"value":{"amount":"+0.7957812547683716","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":"Q276934$88426B43-ECB5-4435-9DA6-89970A13CDE3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Interval estimation of value-at-risk based on GARCH models with heavy-tailed innovations","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Interval_estimation_of_value-at-risk_based_on_GARCH_models_with_heavy-tailed_innovations"}}}}}