{"entities":{"Q3580560":{"pageid":5610464,"ns":120,"title":"Item:Q3580560","lastrevid":90333842,"modified":"2026-06-04T19:54:27Z","type":"item","id":"Q3580560","labels":{"en":{"language":"en","value":"On mixture nonlinear time-series modelling and forecasting for ARCH effects"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5769875"}},"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":"Q3580560$4D2C1FBB-9B42-47D9-9865-327AA362CC5E","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f994dc187dd1fc7c26ebf3cfa003f6a531fed2e6","datavalue":{"value":"1193.62198","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$CD4F7017-EFF9-4288-BBDD-920806290D06","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e5d16e48366d0e39732de37d428c81ca3b03804e","datavalue":{"value":{"entity-type":"item","numeric-id":538217,"id":"Q538217"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3580560$6A2FCBB6-D23D-4713-A99A-9A90F2807225","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"67868dc42c66f24993d654067c61afff17472589","datavalue":{"value":{"entity-type":"item","numeric-id":2324061,"id":"Q2324061"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3580560$06E007AE-2B37-4C49-8918-46BB080A2ECE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3f77ac72cb4131ffe6f2cb73631252edb11b717f","datavalue":{"value":{"entity-type":"item","numeric-id":538219,"id":"Q538219"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3580560$F16C62C4-4249-4C2E-853B-F04BE557ECE7","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"829d55f1ec544e7d684ffd95ef09a9fd350e7c82","datavalue":{"value":{"time":"+2010-08-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3580560$35014DAA-DC76-482E-816A-C048233B30C7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$19A5DEEB-4636-4FC4-864F-16462B947302","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$B014877B-30E9-42E7-977E-E6B50B379458","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"da09a36b3cd55a8c4008bfc1571e995d63777860","datavalue":{"value":"62M20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$D9EB1D9F-8619-4CE1-ADBB-BCF81E31EBF9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$B96D7D87-CBAB-4710-A50E-0EEB0EE4987F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"30731f2853f9e356616378a21873508076b6d273","datavalue":{"value":"5769875","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3580560$68077193-94FD-4BDE-913A-2520E8683D46","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"49b6ed0cbbf2222465e082546b00f06bb88926cc","datavalue":{"value":"autoregressive conditional heteroscedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$6E9E3AC0-DDBB-4F33-ABF6-1690709B90BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d77ab42019f56eba0e014fabed54286e8f4cdb01","datavalue":{"value":"GMTD model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$790C3FB4-BD86-4079-AE29-B9F4A38F64BF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3805b14df156cc0063c5fca8d514e28f4f7a52f2","datavalue":{"value":"MAR model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$53932460-84E0-4A62-BC73-1F4234631475","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c1aeefc9e2807f912a82903fa1d422e34e23ec9a","datavalue":{"value":"MAR-ARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$E0C1F846-520A-4DBB-9C91-05B0987DE98B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e6bd8768bef4e832f96736fc80a17ca4c6f61f40","datavalue":{"value":"EM algorithm","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$39DA3DC5-8BAA-4C30-9765-CC4A1A19E87C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$A31DAABA-C217-4329-A536-4CEECA79DCE6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"80e6a455c0ebdabffcab1c5dd984edc68820ae9d","datavalue":{"value":"stochastic trend","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$2E5744DD-1520-4D7B-B5BA-C9149A90DEBF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4c5b20efd09f7988dc4f9ed9d67d5a63c25a8bbf","datavalue":{"value":"BIC","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$5B80FD9D-1F0A-4FC8-B67F-E2BD99CA337E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ea190b54d7967797cd0ef70e68a2f24989605a5b","datavalue":{"value":"out-of-sample forecasting","type":"string"},"datatype":"string"},"type":"statement","id":"Q3580560$FA9AE9B7-8238-4E00-A0F6-A8C1BC694FA7","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":"Q3580560$4AECFF7A-659E-44B6-977B-B0CBCAEE2271","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a8a2412a849219d7c6e36d99f7891c26bdbd1250","datavalue":{"value":{"entity-type":"item","numeric-id":3634137,"id":"Q3634137"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6eee946391c1077fceae2636df4c81ae1773320a","datavalue":{"value":{"amount":"+0.9389978647232056","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3580560$EC5671B7-F16C-4F6A-B622-A159815FF7CE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a9d180b14a56208f79e0b599eadb5dbe9afc73cf","datavalue":{"value":{"entity-type":"item","numeric-id":4468303,"id":"Q4468303"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f1cd62dfd880fdf47647f9b1adbcd8337a817ce0","datavalue":{"value":{"amount":"+0.8318706750869751","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":"Q3580560$F7DDC986-A751-4C46-9361-3ADB825A071A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"105a4c3a285edb3cbc97a5725b6569c708844b48","datavalue":{"value":{"entity-type":"item","numeric-id":4943409,"id":"Q4943409"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c2a4999b80c47c006ba7c23d21390a41756a1d3","datavalue":{"value":{"amount":"+0.8305143713951111","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":"Q3580560$761C6C50-75D9-4D20-93AB-CA7C5D692DD2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ac3ba4e9311191c9ce58143276e1e101807eff47","datavalue":{"value":{"entity-type":"item","numeric-id":3437658,"id":"Q3437658"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c2a4999b80c47c006ba7c23d21390a41756a1d3","datavalue":{"value":{"amount":"+0.8305143713951111","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":"Q3580560$838AC5EC-7803-43A4-83E4-5B4DD57C55B2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"42164740e0bfe869c87993ebe8fb64e36102fb9a","datavalue":{"value":{"entity-type":"item","numeric-id":4661720,"id":"Q4661720"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6f0d38ef4ac98cda011eefc4d0668ae9d97efe75","datavalue":{"value":{"amount":"+0.8156437277793884","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3580560$A5E53EA3-D338-421A-9073-95ECE2C29179","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"On mixture nonlinear time-series modelling and forecasting for ARCH effects","badges":[]}}}}}