{"entities":{"Q291621":{"pageid":293388,"ns":120,"title":"Item:Q291621","lastrevid":60748353,"modified":"2026-04-10T18:53:47Z","type":"item","id":"Q291621","labels":{"en":{"language":"en","value":"A long-run pure variance common features model for the common volatilities of the Dow Jones"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6591640"}},"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":"Q291621$656EAFB7-2D4D-4CE6-A04C-AE0668F92914","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"39e0c0270c8cb38b5ebca3bb069f90fc42680b81","datavalue":{"value":{"text":"A long-run pure variance common features model for the common volatilities of the Dow Jones","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q291621$3C4CD0DD-93C8-46FA-8D5D-B871E5485F07","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a39cb0316ed7fb88f007b7e95e9541dd900cfe0e","datavalue":{"value":"1337.62326","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$DE6FE3D8-2810-4C32-A634-D8356C3D55B5","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d81ad8afb878785f8a42fb170938464e8d257e14","datavalue":{"value":{"entity-type":"item","numeric-id":291619,"id":"Q291619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$482436CA-15F1-4480-999C-4DC13CF78901","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"07f511c082c1f8ce71b6fd8db57670f3ef5c8caa","datavalue":{"value":{"entity-type":"item","numeric-id":291620,"id":"Q291620"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$9BA51FC5-3ED4-4296-8CE4-A7A649F3F72A","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":"Q291621$598D37E4-1F26-4A71-B4D1-3BFD06515A53","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8e972b30c5e72787e282a33f718cd738a1fcdeeb","datavalue":{"value":{"time":"+2016-06-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q291621$6837B8BD-A6E1-4AAB-8C27-0983F9F133CF","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$E91A863D-762C-4156-AC39-3A91E2537A67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$5B5812E8-0302-42F5-8C7F-2E84920F3E17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$75A7D5CF-6745-471A-A35E-7A99986E959D","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"e9e8fc357052e93e06a4a402b425585fc7457bab","datavalue":{"value":"6591640","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$39BFB5B3-B996-40AC-AA47-68FFC830DFEB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a3d15d40ee0b21841448102dc4747e8e12aac208","datavalue":{"value":"common features","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$0C2B5E9C-9DB1-4B71-80E0-71F6B490DF9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9b7daf5c795628f63a39d6167ad1f3e5cecb9968","datavalue":{"value":"pure variance common features","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$EC2526ED-ED86-4E91-85A1-AEC54D23656B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"beff03383745538ae33344e4ca34011a69250763","datavalue":{"value":"factor models","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$33766EBD-86D4-459C-B6A4-A81160C90C7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"81bbff16e59dd0e146ac8f222eec310f76e75186","datavalue":{"value":"factor ARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$7E151FA5-41A1-4D3B-A2EB-B300A9FF2D75","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d8ab379e78d75c6a4afd786a1572b6955f5debc9","datavalue":{"value":"canonical correlations","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$9EDCD859-12D1-463D-89B0-FA593AF2F40C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5cfa36cf450710dacb6f8981f9afce2d2d8c5e2b","datavalue":{"value":"reduced rank regression","type":"string"},"datatype":"string"},"type":"statement","id":"Q291621$AB379E22-876E-419E-A4F1-7E4786068789","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":"Q291621$50CE8906-C18B-4E9B-B8D2-E39C21A7BE66","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"21a5e80e91ebd64c65ad8667d9d5bf5cb17db595","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2005.01.021","type":"string"},"datatype":"url"},"type":"statement","id":"Q291621$A06E95BF-BC8A-4396-99B6-B14F1B676084","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"622dadf312ceebfa188cbd458b9c926bbbf7d186","datavalue":{"value":"W1968045640","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$5AF568A6-EDA1-4557-8C90-5A28EB948116","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"54e234dbe6b5d261bf087f06385cdbdf1aa7b2eb","datavalue":{"value":{"entity-type":"item","numeric-id":3485770,"id":"Q3485770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$86384C0B-05A6-40BB-8EEC-8FB67306946E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"74bd153187516675587071ccf533b83a133236b4","datavalue":{"value":{"entity-type":"item","numeric-id":3796553,"id":"Q3796553"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$9150D8DC-950B-4D54-ADC7-D844C4136913","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ea71a3b22a24338f81d0f64613166c052f5320e6","datavalue":{"value":{"entity-type":"item","numeric-id":1301588,"id":"Q1301588"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$C814E4D2-410C-42E4-8B1F-0B3B32433F45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f89dc8d80176688a7714d301f65d932dd5995e6","datavalue":{"value":{"entity-type":"item","numeric-id":1379913,"id":"Q1379913"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$4B53F0DB-7609-4DCF-95CC-4A60358A10BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$B4FF6E9B-592C-4234-9078-3351B6E7362C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a993bafe2d50fab73f335dc2ec596ca8dd1c8b19","datavalue":{"value":{"entity-type":"item","numeric-id":5289304,"id":"Q5289304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$3B99D0ED-51AB-4D1D-91BB-7D013A59CC5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1df2fcc32e83c04919c4b70eea5a6b5ef9bae994","datavalue":{"value":{"entity-type":"item","numeric-id":4031295,"id":"Q4031295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$FEC81C42-E3DF-4BA9-8414-6FDCE8B179E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"98d4db603ce847e5373d6fbcae50370cc7705802","datavalue":{"value":{"entity-type":"item","numeric-id":4136382,"id":"Q4136382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$59811391-0CC9-4C98-A224-02F5A631015A","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":"Q291621$2D24B7E2-F5AA-42E5-9991-1E9D861EE9B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cfcb917816fef2b47d19db29232e8749d388643d","datavalue":{"value":{"entity-type":"item","numeric-id":4720635,"id":"Q4720635"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$F4DE8032-89CD-4652-AF70-B07EB162521F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b933ee2f2a074f700676b5d0ac921aa8ba4cd131","datavalue":{"value":{"entity-type":"item","numeric-id":3908728,"id":"Q3908728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$A4DCF57D-5EC3-48E9-8287-4B8574D488FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1fa0a6fa1d8f4f0d3abd18bcc4440fcfc92b7e6","datavalue":{"value":{"entity-type":"item","numeric-id":1365555,"id":"Q1365555"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$93349739-5FC0-48F8-98DB-14565D70985E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6317f49378590f4a06cf845a56b1c3ea6cc02900","datavalue":{"value":{"entity-type":"item","numeric-id":1104685,"id":"Q1104685"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$EBB6E9B9-23CC-46F0-8FEC-BE92F6827B9E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d8ad042ca66947e6a9de334bc174536165c88ee","datavalue":{"value":{"entity-type":"item","numeric-id":4302551,"id":"Q4302551"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$60B13749-9FFE-4B4F-9396-414BD0EC2063","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"18faa6154be982d519fdf952993040ce0696867a","datavalue":{"value":{"entity-type":"item","numeric-id":3219581,"id":"Q3219581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$59DAACFC-2CAA-44B2-9708-B99EFC473996","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b86d52ae7b2b23a9dbf62b69e60c619dbf81af6c","datavalue":{"value":{"entity-type":"item","numeric-id":3894790,"id":"Q3894790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$13F60C2A-290D-447A-AFF1-C899089C88AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"06fcf602733077b97576e9598861db68b303f725","datavalue":{"value":{"entity-type":"item","numeric-id":115748,"id":"Q115748"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$C3EFF7EB-976F-4E03-836E-B54EB35E8657","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ff9ef9b268eb8e3d1b4b403a40819ed9fcbd956","datavalue":{"value":{"entity-type":"item","numeric-id":1247251,"id":"Q1247251"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$512E14C4-187D-42C8-BC89-798254368397","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"87fe4dc3f19d3c4f30e10bf8aec93da9dd25ecb9","datavalue":{"value":{"entity-type":"item","numeric-id":4415851,"id":"Q4415851"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$D082FC54-E083-4CC0-98FE-657DE871E737","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"22b998c5c44efbd818bc9bbcad93c15fe053ccf6","datavalue":{"value":{"entity-type":"item","numeric-id":5942680,"id":"Q5942680"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$4C8B206D-039A-4E43-A4B8-67799DFB98E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a3948c5d6019a14a63aee630f7d64d87f27ed65f","datavalue":{"value":{"entity-type":"item","numeric-id":115750,"id":"Q115750"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$46480172-6044-4C12-88D0-8BD274B835F7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c668cc69523433da600aef19fe2eefaff50abe6","datavalue":{"value":{"entity-type":"item","numeric-id":1371367,"id":"Q1371367"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$E709C3BF-BAEC-4545-9232-47216DE87A41","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c547fb9b78b27a7a2b8c0d3bc1957bc5407b59cc","datavalue":{"value":{"entity-type":"item","numeric-id":1975525,"id":"Q1975525"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q291621$2248758D-8C07-4141-80B2-63B154E27C2F","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"eb5b9d85687172f4a6df8e96496eb530eba1277e","datavalue":{"value":"10.1016/J.JECONOM.2005.01.021","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q291621$20261CE3-494B-46DC-9B89-B3D7654A1F98","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b83181694b752bcbffab468af94ed580e7c16dec","datavalue":{"value":{"entity-type":"item","numeric-id":291638,"id":"Q291638"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba5cff7bec9efc21f887a32f6f753afc27bb9c82","datavalue":{"value":{"amount":"+0.7569995522499084","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":"Q291621$156ABCE9-4516-4B85-A3F9-1FEFE08192C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eea3208cea39ffc52dd20bb2b545bc003ef024d1","datavalue":{"value":{"entity-type":"item","numeric-id":1278427,"id":"Q1278427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a769be4e2e6c2d2458ea4e9de9aaf4233277bbf","datavalue":{"value":{"amount":"+0.7212789058685303","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q291621$A801B1C5-8B81-45A5-8AA7-E6D95E0D49C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f7c89c62c00e9953f4fb659628d7ab44a4fcacd8","datavalue":{"value":{"entity-type":"item","numeric-id":1676377,"id":"Q1676377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d2c4b11a79c6232d00859f3c054d8cced5bcaed","datavalue":{"value":{"amount":"+0.7212470769882202","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":"Q291621$93A7E66E-4F85-41D8-A033-A2BDFD91D98A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"67f1cf4d4685122e1b6bf9f000ed8a907bfbe4ee","datavalue":{"value":{"entity-type":"item","numeric-id":2347735,"id":"Q2347735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa3c586de3f28178cde1b374c3922d0a7d7fb6c9","datavalue":{"value":{"amount":"+0.7079039812088013","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":"Q291621$794DD0BA-C668-4938-9661-BB9D07D97299","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b00fdd2573160378abba517368a252e32106b6f2","datavalue":{"value":{"entity-type":"item","numeric-id":5107619,"id":"Q5107619"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d2db0d1dd568482efd2203733d041c41d55909b1","datavalue":{"value":{"amount":"+0.7060729265213013","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q291621$EDB73A5F-6B25-4F12-A867-D1276494D3EB","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A long-run pure variance common features model for the common volatilities of the Dow Jones","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_long-run_pure_variance_common_features_model_for_the_common_volatilities_of_the_Dow_Jones"}}}}}