{"entities":{"Q3539873":{"pageid":5569777,"ns":120,"title":"Item:Q3539873","lastrevid":50498054,"modified":"2026-01-14T05:21:15Z","type":"item","id":"Q3539873","labels":{"en":{"language":"en","value":"Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data\u2014But Which Frequency to Use?"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5368902"}},"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":"Q3539873$AC231AEC-5057-4FBA-A9F2-12B616F73601","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"7f22e7a9e820a2fb69164d3499d8d7861cf25a58","datavalue":{"value":{"text":"Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data\u2014But Which Frequency to Use?","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3539873$6484FFED-5600-482F-AF0E-B1CB85F4752F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"77c6d29e6fe7be99dc3c355c0ea793087f35504a","datavalue":{"value":"1359.62522","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$669446F1-0613-4398-B21D-6556C43785C9","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"442a144d43c9bd90e7d6a8e2ed921d8016139966","datavalue":{"value":"10.1080/07474930701873333","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$9A72B885-F508-41E9-93C4-49B1D380C173","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a22ff2b04025fe02c128f3a158246dc2f24c7eed","datavalue":{"value":{"entity-type":"item","numeric-id":3539872,"id":"Q3539872"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$B84AD3C5-B4DE-4302-9367-02C2B0B10E13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2f3776d983c4be9d90ccc2961d088324d84fe83a","datavalue":{"value":{"entity-type":"item","numeric-id":277162,"id":"Q277162"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$7794904E-6457-4F7B-A29A-7CEB961F9DA1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"7084f1668fd2222591116484b2ca83a56aeb2297","datavalue":{"value":{"entity-type":"item","numeric-id":277163,"id":"Q277163"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$05EA113A-8F94-4EB7-AE3C-30676ACC3E6B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"67d59fb4fe5542780d0dd3244fd1ce2f76a6c21e","datavalue":{"value":{"entity-type":"item","numeric-id":71366,"id":"Q71366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$A6E908C1-607E-426F-8EE4-3E04727C2B42","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3d9fcd0e3eeb940e8e9af0297cab6f5ea807592e","datavalue":{"value":{"time":"+2008-11-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3539873$AE86D1FC-7297-426D-A308-5FE0234D1C0C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$FEEEC1C4-ED56-4435-A8C6-1681BD821036","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$7899755F-3AF8-410B-8D9F-FDAE14B0586E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6f8dd48613c31a68784dfc4a3b5fc6723376a69a","datavalue":{"value":"91B82","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$DB3C2750-D35A-4AD2-83B1-7F4A6AAAAD72","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"2347c6652021187702fa4799c9e7fa6eb449f22f","datavalue":{"value":"5368902","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$8FFB6C0A-D13A-4E4B-8361-7834233F3F79","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f320c2a7316c41e61d7061e2bb58526003a16417","datavalue":{"value":"bias-correction","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$F492AA5F-F50B-49E5-97B1-4AB33FEC586E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7769cb7539ff1009ec6b3c28d0ab303fe036bd50","datavalue":{"value":"high-frequency data","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$3220FF01-CE30-439F-9757-1E6DE9550F09","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2b4d1d206bdf996ee8cd0d37964d26dbd2e86714","datavalue":{"value":"mean-variance analysis","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$2A1A01B0-787B-4082-A6B2-E30604F168E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"48810a2720b1929c9ad56b2c16c1e95f8c91967f","datavalue":{"value":"realized volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$99EA917F-5498-4ABE-83CC-BC339ACBE900","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2becec70758ce0bfeb07f6704151dd12552b2f9e","datavalue":{"value":"tracking error","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$EAAB3E34-D244-440D-9A25-EEC85E36DBBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0b5ad3ff72dbb300ec56b8431a6c4c11a134211d","datavalue":{"value":"volatility timing","type":"string"},"datatype":"string"},"type":"statement","id":"Q3539873$DC31FD64-4B8E-4D53-9022-5CD01B6A0002","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$B145CC1F-2089-44EA-93C4-76913BEF2F09","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"eb7e29c70a57b47a7eb72cd8d748d0ff53b5e5ee","datavalue":{"value":"https://doi.org/10.1080/07474930701873333","type":"string"},"datatype":"url"},"type":"statement","id":"Q3539873$C437121D-28F8-4DED-88C4-1F58FE3BA62B","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"8fc3b42b7ac00e4c4eac0b59297bd82d108f6a97","datavalue":{"value":"W2158977591","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3539873$515FF313-E541-4955-8732-4BA387DD6CDD","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":"Q3539873$9E814B43-6440-4914-8B4E-35F68A691204","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":"Q3539873$10BD2C65-C31C-4765-82D8-807344BF95C6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f14faa7ba15624065ec02fa0eeba959368f64867","datavalue":{"value":{"entity-type":"item","numeric-id":156125,"id":"Q156125"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$4D18BEBE-9EE0-44B6-9915-F2268B908CEF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c6184179a15786b4665e695e2212633b421aca36","datavalue":{"value":{"entity-type":"item","numeric-id":3539871,"id":"Q3539871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$9C0EFE15-7126-4296-988B-9695AFF48FD8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0756cdff40c2f27a2a012d7168e18caccdbc332d","datavalue":{"value":{"entity-type":"item","numeric-id":5475035,"id":"Q5475035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$CC236533-6053-4893-9584-B31C829737BB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6020a668da707a39384c4cca05165508a33bedf4","datavalue":{"value":{"entity-type":"item","numeric-id":4715549,"id":"Q4715549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$D702CF1B-8C70-47DC-BB7F-B37AE0D19F4E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce2825f78a3da3fbae58de66d22f8cd842e6a01e","datavalue":{"value":{"entity-type":"item","numeric-id":3571962,"id":"Q3571962"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$145756D8-C5BE-4ECC-9520-B93C81F994EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9e5dd3cd8eb92b30c444f273a73290250cbf351","datavalue":{"value":{"entity-type":"item","numeric-id":1781192,"id":"Q1781192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$4EE1625D-260D-4FD3-99DA-82F088026DBE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"12d43f72760c76c3594025480519eefd27d446ba","datavalue":{"value":{"entity-type":"item","numeric-id":749146,"id":"Q749146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$FC6BFDAC-934C-4E7B-AF4A-D2602D22426D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f04c87d02b81ca291b50decea6a5f483a897224","datavalue":{"value":{"entity-type":"item","numeric-id":3806654,"id":"Q3806654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3539873$5C3DDA9B-ECBE-45F5-AA87-B01103199B1B","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":"Q3539873$020F2FE1-BED6-46E4-A16A-9367FBFEC95E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9f67355f3e1600a592493678f3c5ef6593f539a3","datavalue":{"value":{"entity-type":"item","numeric-id":3539871,"id":"Q3539871"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4dad18377cb87f9c8169b6a1f101de2d05c3aa05","datavalue":{"value":{"amount":"+0.8344406485557556","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":"Q3539873$55D0D29A-E26E-47DC-BC5B-D81BFF0F5EBD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"87e66cf73eb6119e0280e6bd2664d9ea4397b5c1","datavalue":{"value":{"entity-type":"item","numeric-id":4683074,"id":"Q4683074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"71c6f6185407ac2acd1ca7e2936b580efb029c62","datavalue":{"value":{"amount":"+0.7479029297828674","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":"Q3539873$4E624A7B-894D-4A2E-B126-48880D5ACB21","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"10030fa8b27deaa2c15e30304dafb3c418469617","datavalue":{"value":{"entity-type":"item","numeric-id":3511639,"id":"Q3511639"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"245421b9e88e4965753c8009112dd5b597e3ecb5","datavalue":{"value":{"amount":"+0.7357826828956604","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":"Q3539873$16778002-3037-4854-9F49-DBEE7A8796B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"688e2c29f216b92738cb2d10105bb9b1d563d1fe","datavalue":{"value":{"entity-type":"item","numeric-id":3502142,"id":"Q3502142"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a17d849b82bdeff22ecbd07f3602ce605a413e9a","datavalue":{"value":{"amount":"+0.7240049839019775","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":"Q3539873$2A42BAC8-CDF1-4FCC-9F78-EA9981DF9B12","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adb80b7ed17823a760a966eb5b41b5d817577062","datavalue":{"value":{"entity-type":"item","numeric-id":2294454,"id":"Q2294454"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c6e5bf8090e338bda9075356770c67caa8e0fee4","datavalue":{"value":{"amount":"+0.7188056707382202","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3539873$B9973F71-6438-4AC5-AC13-A11586F49B51","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3539873","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3539873"}}}}}