{"entities":{"Q3437399":{"pageid":3448102,"ns":120,"title":"Item:Q3437399","lastrevid":58171128,"modified":"2026-04-04T02:28:27Z","type":"item","id":"Q3437399","labels":{"en":{"language":"en","value":"Multiple time scales and the exponential Ornstein\u2013Uhlenbeck stochastic volatility model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5150694"}},"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":"Q3437399$6B3390BC-D218-41B1-A935-2D5C40F04C7F","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"39f5ce34c0595358348aa8c6b8bb1077944c17f1","datavalue":{"value":{"text":"Multiple time scales and the exponential Ornstein\u2013Uhlenbeck stochastic volatility model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3437399$44B88F23-EB72-4B9C-BF2C-F139469CA57D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"5527c49a53e513fdb340aff9cfc907547e87119e","datavalue":{"value":"1134.91523","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$113B6BFB-7E41-4CC5-B998-488D38AC2E44","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"aeb0fa96a157849f7ca81b81bfc599175fd7ab81","datavalue":{"value":"10.1080/14697680600727547","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$346B53FC-B5FC-42EB-9C21-6113B9DD2EF1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$8B2C14B0-B6E8-4E72-A98C-58DA50BF1210","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"14dc8b56f14dede3852824060c488eac1a2dce6a","datavalue":{"value":{"time":"+2007-05-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3437399$C3EBC1D8-569A-42E3-89AE-A3F17FEE1CB2","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"a1f1966c852ac8428efd98e96130f802c65471d4","datavalue":{"value":"https://arxiv.org/abs/cond-mat/0501639","type":"string"},"datatype":"url"},"type":"statement","id":"Q3437399$851951B6-FA44-45C5-A623-7DAF220B5914","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$ED4FDF93-A8EB-451C-94A4-5CA9870054D9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$8880425A-BF4D-4803-8766-723948165122","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$35511C92-9258-47D1-949F-57A654037DE9","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"80252a954fc8070a3fd939f727d6f8fe5be11102","datavalue":{"value":"5150694","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$4D18EFA9-7784-47FF-B5D4-051C6D174C8F","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3437399$A5BCD750-15F8-4F36-8FBC-66197C1BCD58","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ac53dc48923fc43c5a55eb929fa28f1553c89a2","datavalue":{"value":"long memory","type":"string"},"datatype":"string"},"type":"statement","id":"Q3437399$5AF52C01-6194-43C3-B35D-74052FFEE4CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a97e8b47a0c69a59343db79c34caa6a466e58d11","datavalue":{"value":"leverage","type":"string"},"datatype":"string"},"type":"statement","id":"Q3437399$63910B60-4ACB-45F9-BF8C-7382410449DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"efdacca7c3c418ed78c5dd5b7a066fc8d16a748c","datavalue":{"value":"Ornstein-Uhlenbeck process","type":"string"},"datatype":"string"},"type":"statement","id":"Q3437399$CC16911A-A172-4E2E-B114-E315B9B14012","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":"Q3437399$66DE8396-0F4E-40AE-A39C-4086A4855B6C","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":"Q3437399$568C033A-E81D-4849-9693-0718CF0673F2","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":"Q3437399$30DFE08D-414E-4DAE-AEF0-70A7F8E83A93","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a5209eef0944bfa2b0f5aada574ae3cbaf598764","datavalue":{"value":"W2128832002","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3437399$A3FB20AA-0DE2-44D2-A35E-498C7D70F97C","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba77a372462918bb0f3a13bfc48a0ccea4cd71a8","datavalue":{"value":{"entity-type":"item","numeric-id":1922357,"id":"Q1922357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$D7E09307-ABEF-42FB-851D-0A8023A714FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9977b5ac5cab7cb6bfc3e29047c82cedae7b4936","datavalue":{"value":{"entity-type":"item","numeric-id":1126491,"id":"Q1126491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$F38D6D7A-D543-4785-AC90-B38CE90984D1","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":"Q3437399$DDE23A52-6C34-4BB9-BE65-55B04141B184","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":"Q3437399$86651948-6FDA-49EF-B964-97E9BD5026B1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cc6e50b6c78f435802e54971626919c3819b8114","datavalue":{"value":{"entity-type":"item","numeric-id":3523547,"id":"Q3523547"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$E981F05F-74CE-4B6D-AE0C-DF2D36D76FF2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"efe04fffd1cdd67d7782ac0a2a5d3a9f4ea5bd22","datavalue":{"value":{"entity-type":"item","numeric-id":4509488,"id":"Q4509488"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$96BF15DE-8182-4CF9-8B62-6A45F2C2DD6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f54fb58591145e2c0df942b4ac2baba66368c036","datavalue":{"value":{"entity-type":"item","numeric-id":4656049,"id":"Q4656049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$8D69CA25-E5AA-40ED-935B-E808E7299827","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a4a7063829004c41e1f7a444e52f4703a68e0588","datavalue":{"value":{"entity-type":"item","numeric-id":5374080,"id":"Q5374080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$22EE37F3-0C1D-418D-8418-DB025DF10843","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"be9fd5ab647dc2abbb97d6598cbe18050ed30b0d","datavalue":{"value":{"entity-type":"item","numeric-id":4271324,"id":"Q4271324"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$12218492-3716-445C-91AD-51A5DC5B5E60","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1b8f1ad8d625a9e99792f092e2ae577ee72eafdd","datavalue":{"value":{"entity-type":"item","numeric-id":3022062,"id":"Q3022062"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$9BB40528-09B8-4B63-B762-68F2521298D8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"645d286752b552b295e1b308bc805ef14abfd54a","datavalue":{"value":{"entity-type":"item","numeric-id":1850396,"id":"Q1850396"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$161BD524-38F1-4CD0-A341-C52D7C8C1842","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"daa0d316590e9d9911d57e4626cf6ef9a0a88158","datavalue":{"value":{"entity-type":"item","numeric-id":4650903,"id":"Q4650903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3437399$0A7ECE3C-6582-46C8-AB25-7BA5D3BD52A2","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":"Q3437399$75425120-4112-4A55-AA69-39D65EA99C09","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b852cb68cecbead49f62bee9ac9d2071bc1cc350","datavalue":{"value":{"entity-type":"item","numeric-id":492947,"id":"Q492947"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7f452de24d2ee4c17ce36fe573b696d5a596cf8e","datavalue":{"value":{"amount":"+0.9189757","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$5D3A0C11-9DE8-4BDA-A41A-F3AC0F0D1259","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b8c5c3b04eaa97b21a273399a5a95da12d0557ce","datavalue":{"value":{"entity-type":"item","numeric-id":2879040,"id":"Q2879040"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"86df8497af9a74240abb0cbcdc4d5dea9f53ea33","datavalue":{"value":{"amount":"+0.91837966","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$A3DBBF00-8AD4-409E-9543-685D9B20B479","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6eb17fc40f92f36c2d66e77286537957eadb31ff","datavalue":{"value":{"entity-type":"item","numeric-id":4656049,"id":"Q4656049"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"fa1c2b7987b73ff25f50fffbb8a03cabff37b8f7","datavalue":{"value":{"amount":"+0.912078","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$89554DDB-E649-41F4-BFF4-DBD806450990","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6f9a0a2b91059adeabf2483e33d32effb51a4726","datavalue":{"value":{"entity-type":"item","numeric-id":5416706,"id":"Q5416706"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"753c2b61f193bc5a292414af1676da8dc55fd439","datavalue":{"value":{"amount":"+0.8974722","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$738B2BC7-85BA-486E-86B7-3FE723E9A0AA","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":"77ea1b10da5a77455ad53247636391228f55dbea","datavalue":{"value":{"amount":"+0.8962291","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$05215090-AF6F-4897-9C2A-8F1205616444","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2815dd7b6f102f0a5dd059d693823b5c6a7ee4bf","datavalue":{"value":{"entity-type":"item","numeric-id":4650903,"id":"Q4650903"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"daf6fb108ef707dabdc9208f7464cc9392fc78a3","datavalue":{"value":{"amount":"+0.89180225","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$FF91F516-7B47-446E-844D-3CE1D1930BD7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1c42adae9a401dee752e4a4e79a06559ee4a2727","datavalue":{"value":{"entity-type":"item","numeric-id":2941058,"id":"Q2941058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c1f386ca74170dc3d7365809f9d571254cd4b959","datavalue":{"value":{"amount":"+0.89160365","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$AAD59F81-AC1E-4D3A-894E-566ABD763F67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7353c3d35d8bef42ea5773bbbf05b43c5177e04a","datavalue":{"value":{"entity-type":"item","numeric-id":2148604,"id":"Q2148604"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04e8605c7e9915430eb69d5eb9a735ff68caa47c","datavalue":{"value":{"amount":"+0.8912798","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$784FA750-8DF4-416A-8A54-466AEC50B9FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1142911e820fccddb8873df6197e4575b43368c2","datavalue":{"value":{"entity-type":"item","numeric-id":5106730,"id":"Q5106730"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31a74a2e6feb93de9cf0a02a90e42bdd7c782f1a","datavalue":{"value":{"amount":"+0.88759005","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$B6BD06DE-6A44-4622-8255-43482F952537","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7f0082d6ef7cb56675c226515088901707a0a407","datavalue":{"value":{"entity-type":"item","numeric-id":1693945,"id":"Q1693945"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2ae37f8a978a01da2b0f7eaf8a6a5b3ca1c2362b","datavalue":{"value":{"amount":"+0.8860511","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3437399$D350C8EF-FC60-4616-896C-AB3026D8CCEF","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3437399","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3437399"}}}}}