{"entities":{"Q2832980":{"pageid":2843717,"ns":120,"title":"Item:Q2832980","lastrevid":83450585,"modified":"2026-05-07T08:00:03Z","type":"item","id":"Q2832980","labels":{"en":{"language":"en","value":"Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6653181"}},"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":"Q2832980$C64AE6B5-046E-464A-B0A0-F8699DD6E933","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"87e4ebc2ae0a637d9662dc69174a3e9bbad38102","datavalue":{"value":"1356.62132","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$5330FA92-8013-4CBF-BA6D-D05FDBA519E0","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e8578734392c914610383fa00d9b065bc6a450c1","datavalue":{"value":{"entity-type":"item","numeric-id":302186,"id":"Q302186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832980$6A954C51-5AEE-4676-B6CA-2F6B26F7F2D0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"021774708107b34f5dc13a085817075ac5685a0d","datavalue":{"value":{"time":"+2016-11-15T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2832980$7F200B69-B0E7-4C44-9A71-95C6772BE32C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$E63C5DEF-CA06-4CCF-A60A-A028AE9DC1DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"793e07fc7774d64d96d1288dd2fd18143d8cfb3c","datavalue":{"value":"62H12","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$C3147725-12C5-4412-8357-BC2AB3B3E0C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"2474c99ceba943e04dda4ddfffedfe45f5fdfd62","datavalue":{"value":"62F15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$0F85DEFB-EBEF-4B87-87F2-D94F144BA7D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$8443C98B-24A9-484A-80FA-E494F647BCAA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7d92c0448910702e8689963a19ba6f77ee8dca9d","datavalue":{"value":"6653181","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$879886DF-DB14-42CE-952C-FAF3317E0545","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c1a6277b49069948d992f5ff4c84b71b8a62b0cb","datavalue":{"value":"asymmetry","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832980$412AF027-347B-41D9-B6C5-ADC54FF96010","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c206cb3d8eb5486babe7d02f6d7d9af99cf7ab90","datavalue":{"value":"Bayesian Markov chain Monte Carlo method","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832980$01C27761-D68B-44CA-8632-9C0F6FFBE27A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bafce50d277c589ec667cf755fe05d7416f36a43","datavalue":{"value":"BEKK","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832980$73A2B9CB-0D02-4648-B01C-A93EE4858FAE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e37b213e400bd248c26cd128059c27ddf732d141","datavalue":{"value":"leverage effect","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832980$64121148-A8FD-4F69-B718-5C851F06910E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q2832980$DA7A1FE0-235F-4C71-8A66-A981DAF94232","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":"Q2832980$38F3202D-D35F-4F5B-A840-75E8D45E41EB","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b151ba6cb68cc278505489046b190e4c3e3461f6","datavalue":{"value":"https://doi.org/10.14490/jjss.45.129","type":"string"},"datatype":"url"},"type":"statement","id":"Q2832980$CB8C4D4D-C318-465A-8675-826E9362FA8E","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"77994162717b3991846c9069cfe3057fe58d8bee","datavalue":{"value":"W2524875909","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$4DF2CA14-7935-44A0-AD04-8A7CD819DA61","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"9fbd48523cca172388f2b66594b3ea548b2a6f35","datavalue":{"value":"10.14490/JJSS.45.129","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2832980$BFBE6F43-D315-4AC5-9240-C86FC4729470","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5d35e4df0f33d9486579a1a7f37e855719bd6207","datavalue":{"value":{"text":"Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2832980$4BB03592-5AC0-447E-B57C-C3BAE9F94E1C","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"aa188f40c3ed5514035be3c00f4822bea8e5e1e4","datavalue":{"value":{"entity-type":"item","numeric-id":6769966,"id":"Q6769966"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2832980$30649996-D481-4B94-B8A8-24E01EED1766","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d6e0099ec47f31ce4999c661fe36b030135bed24","datavalue":{"value":{"entity-type":"item","numeric-id":4217813,"id":"Q4217813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5b96e1a0134541123b7d9b0331f0e814a2c2e7fe","datavalue":{"value":{"amount":"+0.8018844127655029","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":"Q2832980$1A0284BF-2EC7-4881-9B3D-72233656F81B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"258dd666565d571e33456ee6d35da512d1b8056a","datavalue":{"value":{"entity-type":"item","numeric-id":4905026,"id":"Q4905026"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5b96e1a0134541123b7d9b0331f0e814a2c2e7fe","datavalue":{"value":{"amount":"+0.8018844127655029","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":"Q2832980$2BE7323E-E13E-4A88-967C-C42D37A74EE2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d4fdcebc17fea944dd50f2966885db0ab20e429b","datavalue":{"value":{"entity-type":"item","numeric-id":5128581,"id":"Q5128581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5cd41582ecafa370c137a8d1539abd482e1cb984","datavalue":{"value":{"amount":"+0.7969843745231628","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832980$CC0FCB2C-A58D-46EC-8B87-CC69D1FE364B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4999d583c41f5ec77b9115fd3a8b279b3f38d497","datavalue":{"value":{"entity-type":"item","numeric-id":5485115,"id":"Q5485115"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e07e35b7aef4f98bdd81a8cf99ab781767ff0b2e","datavalue":{"value":{"amount":"+0.7921534180641174","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":"Q2832980$981E24E6-1120-4336-99FE-70C5DFE5717E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be502c143ea4194ab1256daad13cf5856fb5a5fb","datavalue":{"value":{"entity-type":"item","numeric-id":2442573,"id":"Q2442573"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"36ca65abaa5a296709b6d76e998f815678289507","datavalue":{"value":{"amount":"+0.7887997627258301","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2832980$B7D1473B-6882-4BFC-ACA4-8E623AF52879","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Bayesian analysis of general asymmetric multivariate GARCH models and news impact curves","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Bayesian_analysis_of_general_asymmetric_multivariate_GARCH_models_and_news_impact_curves"}}}}}