{"entities":{"Q302183":{"pageid":303950,"ns":120,"title":"Item:Q302183","lastrevid":60883905,"modified":"2026-04-10T19:45:05Z","type":"item","id":"Q302183","labels":{"en":{"language":"en","value":"A discrete-time model for daily S\\&P500 returns and realized variations: jumps and leverage effects"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6600708"}},"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":"Q302183$72991FD7-DB53-41F7-9C8C-55FC795B03E9","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"a39931a88732cf7c5ef189d8ecc34c4b31819682","datavalue":{"value":{"text":"A discrete-time model for daily S\\&P500 returns and realized variations: jumps and leverage effects","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q302183$EDF7E071-CC79-4273-BF4A-CC802F832BD4","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fca6ef4fe5547d6dc5d61a0846fdc8ebfd2984cc","datavalue":{"value":"1429.62461","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$24A122A4-BE4B-4713-AE4B-0050C8B003B7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"817c48e2437ce35192f40b062ed1152d48ae6af3","datavalue":{"value":{"entity-type":"item","numeric-id":250863,"id":"Q250863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$A7F1C5A5-FED7-459F-9CA4-51B0E4594FD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"eae2449943f4e400f481555b2e0d7291d6ad7730","datavalue":{"value":{"entity-type":"item","numeric-id":302181,"id":"Q302181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$40EC9B6D-749D-4B74-801D-401362F9E7B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8334090cb86b6b97bb7c377a6b086fa0a1e6e1e3","datavalue":{"value":{"entity-type":"item","numeric-id":302182,"id":"Q302182"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$954F3A1E-0751-4477-A0B2-51626FFF088B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e2008f1c9abd9b36c6638922474c002cc3303474","datavalue":{"value":{"entity-type":"item","numeric-id":284293,"id":"Q284293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$CE42A5C6-8CF1-46E9-ABA3-07A94D4D391D","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":"Q302183$C5040EDE-A0BA-4A4B-800C-5A10A4D31BE0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"ccea17be691a57ca8c4424dbd0746575ec5c553b","datavalue":{"value":{"time":"+2016-07-04T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q302183$F2861BDB-6249-4340-A148-90405F0802AD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$0076E23B-D0AD-455F-A253-70A7620F27B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$F782C523-4006-48F7-84C5-8933378E142B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ecd11daec4a08741607a584de1864aa35effda00","datavalue":{"value":"6600708","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$2CC01FA3-A095-4EC9-8DE5-17B04328D5FB","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48810a2720b1929c9ad56b2c16c1e95f8c91967f","datavalue":{"value":"realized volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q302183$CE8105D6-AE1D-4FA1-A7D5-A875E9FA5B4F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"31f69e06a97277e63f2923f8d9d4e3dd0bc7a67b","datavalue":{"value":"bipower variation","type":"string"},"datatype":"string"},"type":"statement","id":"Q302183$56F4C12C-3307-4C43-A1C0-CD9183538135","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"abe83532237ea8c9b80b40e288f5960a78cd9bd5","datavalue":{"value":"jumps","type":"string"},"datatype":"string"},"type":"statement","id":"Q302183$C4C1FC7F-FFCA-4069-B1EC-30FAD8472C56","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e37b213e400bd248c26cd128059c27ddf732d141","datavalue":{"value":"leverage effect","type":"string"},"datatype":"string"},"type":"statement","id":"Q302183$EB4F68A4-4E7E-46D8-BCE2-3A7C85969926","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ccfc132eaefb541c5806fa7bf7bce7de4869d8c","datavalue":{"value":"simultaneous equation model","type":"string"},"datatype":"string"},"type":"statement","id":"Q302183$950DA906-A9C3-476D-99FE-859E40148F43","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$A2EF63B2-C0E6-4C87-A4B5-A98F9E38C1B0","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8ec44641badb4dfdab25cb7f0f475c284a9ac2ea","datavalue":{"value":"https://doi.org/10.1016/j.jeconom.2008.12.001","type":"string"},"datatype":"url"},"type":"statement","id":"Q302183$D34F03B0-2B35-4F2D-AD17-3E4536A47D82","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"204f603149d1722149fd09e9f6d99bd37bf87814","datavalue":{"value":"W3121471611","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$E7343AFE-69FB-49E0-9C92-44C512DC4F2A","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":"Q302183$A2389B8D-34FE-40D1-835E-2600DD2F5BA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$35253E78-E75F-459F-A1B8-FEA394904361","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8250daa661d309e46a7c355cdbe2c080589645b4","datavalue":{"value":{"entity-type":"item","numeric-id":3502142,"id":"Q3502142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$8C8C20F5-A713-460D-975E-04448FEB8D37","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d1c8f463796316284b4cb6ae093995dd6832bdde","datavalue":{"value":{"entity-type":"item","numeric-id":3548513,"id":"Q3548513"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$EA286ED8-E13C-4A85-A490-1688DA9AA01D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"32bb890f81ff188e7dc9471dc3e79228830066b6","datavalue":{"value":{"entity-type":"item","numeric-id":4670770,"id":"Q4670770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$3046FADB-B950-428B-AFB0-12D7DD76CEE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"609ae8268fb8f8047df34d64480f96290f735c94","datavalue":{"value":{"entity-type":"item","numeric-id":5472356,"id":"Q5472356"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$C3C4B0B0-7324-4F94-88ED-3379A8E1B7BC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ff4ce07ee19d89e475a82126ede8cbd50ddbc0d","datavalue":{"value":{"entity-type":"item","numeric-id":5309198,"id":"Q5309198"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$F85BB462-939B-4759-9564-CA5CBE0A8E6E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"888e1288d3eed95ec5195a086d27a15757781772","datavalue":{"value":{"entity-type":"item","numeric-id":1969818,"id":"Q1969818"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$F1BE2E84-B28C-48DB-B724-9DDC92127F04","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"66de49efeb1caf223e0669b0ff4cbe9f0252cdb8","datavalue":{"value":{"entity-type":"item","numeric-id":5959705,"id":"Q5959705"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$5D8C768C-5FAF-4B4A-AC72-C7281B9B3201","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0fe6b49b9fcc45c0db66ad108e9dfcca974cbab0","datavalue":{"value":{"entity-type":"item","numeric-id":1867730,"id":"Q1867730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$AA63F256-6870-4BBE-8D50-7FC3675257C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98bce63a2ab9916890f13d446ecf078d4e430c5","datavalue":{"value":{"entity-type":"item","numeric-id":1398979,"id":"Q1398979"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$E2850868-4A2E-4963-BACA-E74E9CF3CAD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c7b75e7f8763935ace83b0608eb24399c6fbe3d","datavalue":{"value":{"entity-type":"item","numeric-id":2707194,"id":"Q2707194"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$6564A792-768D-4EAD-A558-63285CA38A8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b2532bd1f5191168f0da950feb76b81cb78e0f63","datavalue":{"value":{"entity-type":"item","numeric-id":3539863,"id":"Q3539863"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$C0E12901-9C34-4BA7-8313-1F2D369F0A14","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d73158eb94ac530ddbf1fe1179d54b91096c75e8","datavalue":{"value":{"entity-type":"item","numeric-id":292001,"id":"Q292001"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$3A9A85DE-6C3A-4F67-AC3A-4E0CCCED111D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"59ff21e47ef8d41034367a930160fd9f23d793fe","datavalue":{"value":{"entity-type":"item","numeric-id":4729224,"id":"Q4729224"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$C0930556-FAF5-4546-B019-91AA67789657","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"863194bd81bacae4b91e0c4677db461ef83187a1","datavalue":{"value":{"entity-type":"item","numeric-id":5256111,"id":"Q5256111"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$0A790800-662C-4F28-8B04-31C4213D2B2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"26a72e717850156b6910058258e34637f846ec12","datavalue":{"value":{"entity-type":"item","numeric-id":89225,"id":"Q89225"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$3B6A6DA4-85DB-4F6E-9919-5C3102E23F5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f2562f7ed45ae059ecf83b3bc2a95d385d853b47","datavalue":{"value":{"entity-type":"item","numeric-id":292007,"id":"Q292007"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$751B67AF-1FFC-48F9-AAD6-66733D0E3665","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"05b757930189ff72f449b9f9dad4a7865d3f627d","datavalue":{"value":{"entity-type":"item","numeric-id":5452379,"id":"Q5452379"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$AA126818-5FA2-49D8-9904-62D93D1489A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3be3c20c64787864f48aa0ce4ca322a6231210f4","datavalue":{"value":{"entity-type":"item","numeric-id":4435813,"id":"Q4435813"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$9F9B5341-E75F-459C-8608-F73AF42B838F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"50b5503f1ba1cdfe1be6fbf84e21070a2c4b84d5","datavalue":{"value":{"entity-type":"item","numeric-id":5754906,"id":"Q5754906"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q302183$24652123-56E4-4DC5-A246-7F87C755680E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"f0ea5c58951bce7b1c7bb6f45525a36ba66c274e","datavalue":{"value":"10.1016/J.JECONOM.2008.12.001","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q302183$9DCDDE05-2382-4F37-B0F8-7B1584E69C32","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4eacf577812f4075373ed309942f6b240c3db3e7","datavalue":{"value":{"entity-type":"item","numeric-id":277161,"id":"Q277161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"437c6f0eb4610a090845b991b803f55ddf41c832","datavalue":{"value":{"amount":"+0.8248649835586548","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":"Q302183$5E2C5928-FD42-4C99-8CC7-003DA38AD0C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c5e290e1f8e6ec4aaa2cadb7c2c5478f20d38dcb","datavalue":{"value":{"entity-type":"item","numeric-id":527980,"id":"Q527980"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"25bc9f54e16dc1b1df0abf23b2b57bd55db18146","datavalue":{"value":{"amount":"+0.8028804659843445","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q302183$C0A439DB-26F7-4A61-875D-EE08E2A9C39B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5e949839e747bcb3976c51f1d9de29622e9937be","datavalue":{"value":{"entity-type":"item","numeric-id":3089154,"id":"Q3089154"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d4756e8ee80102fff6449d28b927181e5f0d13a5","datavalue":{"value":{"amount":"+0.7899420261383057","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":"Q302183$C41D0DC8-D28B-44A1-A593-38DFD1F69FE7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7c5a9c7c9e77b2931bbfe8f4c08302526cb23983","datavalue":{"value":{"entity-type":"item","numeric-id":737275,"id":"Q737275"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa4882639bc64000be888530332176ef95ed7305","datavalue":{"value":{"amount":"+0.7882160544395447","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":"Q302183$31A0B23E-7E78-48E0-A6AD-B681681F0524","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea28a6d42ca0c5bcad45d54bcb0bd6d6a7e9ae44","datavalue":{"value":{"entity-type":"item","numeric-id":961427,"id":"Q961427"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9b5e13a95a0ecef5c9f153c7bf4c9358513efed7","datavalue":{"value":{"amount":"+0.7873884439468384","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q302183$BF10881F-77FA-4A68-9B9E-6598810EADEA","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"A discrete-time model for daily S\\&P500 returns and realized variations: jumps and leverage effects","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/A_discrete-time_model_for_daily_S%5C%26P500_returns_and_realized_variations:_jumps_and_leverage_effects"}}}}}