{"entities":{"Q3022062":{"pageid":3032778,"ns":120,"title":"Item:Q3022062","lastrevid":58102872,"modified":"2026-04-03T19:49:05Z","type":"item","id":"Q3022062","labels":{"en":{"language":"en","value":"A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE  AND OTHER STYLIZED FACTS"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2177836"}},"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":"Q3022062$97A81988-510E-490C-AC1D-DCC202298CFA","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"11c567ede3073ea893bfad6a4280e5414a2abca9","datavalue":{"value":{"text":"A CORRELATED STOCHASTIC VOLATILITY MODEL MEASURING LEVERAGE  AND OTHER STYLIZED FACTS","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3022062$AD428C25-D778-4205-8B5E-96CD12D005B9","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"6b3c40cae059fd25b66e893754bacb821fa7e0c8","datavalue":{"value":"1107.91343","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$DA924722-D8C5-46BA-A0F6-ADFF79E43886","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"08ad60d2fa751ab2834126886636a3375e3f0a8a","datavalue":{"value":"10.1142/S0219024902001596","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$7A0F9B47-3E27-4C65-A72F-8958DD49F920","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$487E4CFF-74EB-4A98-B056-48EAA88E982D","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"a415faf8a5f610a3108e7fd472916d58928f6763","datavalue":{"value":{"time":"+2005-06-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3022062$50CF5C23-6A5E-49EF-A390-A36B561810C8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"8eaab5e08988c1760b8d0550b7be50b207f14988","datavalue":{"value":"https://arxiv.org/abs/cond-mat/0111334","type":"string"},"datatype":"url"},"type":"statement","id":"Q3022062$1883B3F9-18B3-40B5-92FF-EAD5B3FABE3E","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$B109E382-E848-47B3-9C70-E9D10F2E8BBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e419163fd9b5f210c8c0c28cdb07c2197a2bcac","datavalue":{"value":"91B26","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$C6568B5F-65C2-47D3-9564-A2DA37FC2A0B","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"21071ef5a8cae3d8322e899301051fe023dc4896","datavalue":{"value":"2177836","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$04A047F3-545A-4A17-9510-258A5871907A","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0eb2e7da41ed207e20604c8e3861e51ace87e8a2","datavalue":{"value":"mean reversion","type":"string"},"datatype":"string"},"type":"statement","id":"Q3022062$2F11D6D8-AE12-4362-811E-8487C8A629B3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad010e9ac7029743a7ee41dcfbe0368450b9a1c2","datavalue":{"value":"skewness","type":"string"},"datatype":"string"},"type":"statement","id":"Q3022062$23F36653-750A-4858-B3EB-24518E2DD486","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a1f0bfc587e97573d89880e58e6303b05a854ed8","datavalue":{"value":"fat tails","type":"string"},"datatype":"string"},"type":"statement","id":"Q3022062$4EB06BD2-FBE6-481A-8692-0614AB5185D9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"9c1c132f096bf2522c8302b5c0e92f6120957b27","datavalue":{"value":{"entity-type":"item","numeric-id":1330345,"id":"Q1330345"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$B88E6DD4-307C-4DC6-9F2F-457328C1235B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a946f40dff3074cb1c70568c2b14c0c73decc4ca","datavalue":{"value":{"entity-type":"item","numeric-id":1414495,"id":"Q1414495"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$09D1909B-CED1-4C8A-A65E-300EB1890699","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":"Q3022062$486912D5-0B5E-4665-B858-F06433DC89CA","rank":"normal"}],"P223":[{"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":"Q3022062$382B4F1C-042E-4A88-9BFD-A34976E8AB21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$E1C7DCAA-6D0A-4648-A9B0-46782F3BA6E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf909cf9b78355b076ee13da895702aa697de086","datavalue":{"value":{"entity-type":"item","numeric-id":5374083,"id":"Q5374083"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$0DE08D91-6EE7-40FD-8EB2-2C431AC750D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc6e50b6c78f435802e54971626919c3819b8114","datavalue":{"value":{"entity-type":"item","numeric-id":3523547,"id":"Q3523547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$1D3977E4-31CF-48EB-B7C2-BD9304C7ADB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15ca4ab016ae487ea95fce2d5805fa7d74a18171","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3022062$49EE1BBB-D5A8-4FB6-8DF9-B8B61617AFF3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"d552ac074278ac88caf160ac143c3597062bd651","datavalue":{"value":"W2038465616","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3022062$5B5D14B7-D3F6-4D73-8B87-A43CEEBF4B01","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"49018d7652290817ffff9e73304b5909cf364c54","datavalue":{"value":{"entity-type":"item","numeric-id":470516,"id":"Q470516"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a418eb396c62315340bdf575710cc031998dd1e5","datavalue":{"value":{"amount":"+0.8184175491333008","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3022062$A0845926-2755-4F34-A555-FAFB73A68D7A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2815dd7b6f102f0a5dd059d693823b5c6a7ee4bf","datavalue":{"value":{"entity-type":"item","numeric-id":4650903,"id":"Q4650903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2a0a453a59c306964bbc4cec492f0cff454d7cd9","datavalue":{"value":{"amount":"+0.8000404238700867","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":"Q3022062$CDCA0020-F115-47E3-8B0B-1439EEB1B57E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5fc7332609eb4a3c4f8196e12e1942cff28bd549","datavalue":{"value":{"entity-type":"item","numeric-id":3437399,"id":"Q3437399"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e05d871cc7b69c83ca892d790fc4845d767de158","datavalue":{"value":{"amount":"+0.7892807722091675","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3022062$D25BAD97-09C0-412B-96CE-505138274479","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe1373173fddd85c1ef399285d540f1ae7d46dc2","datavalue":{"value":{"entity-type":"item","numeric-id":4943153,"id":"Q4943153"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"14ad7af5e23dbd97faac712118f737fff75dc0d4","datavalue":{"value":{"amount":"+0.7881960868835449","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":"Q3022062$C783AEBA-AC8A-46F9-BFC9-62801BFBF256","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8c5d5f1d727a8e074c85112856fb7fc07187dddc","datavalue":{"value":{"entity-type":"item","numeric-id":877000,"id":"Q877000"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35a2b3caf95e65ac6dad014129011de31671776a","datavalue":{"value":{"amount":"+0.788195788860321","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3022062$E6732012-B430-4E6D-B79E-82A6E6E17AF3","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3022062","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3022062"}}}}}