{"entities":{"Q364467":{"pageid":366234,"ns":120,"title":"Item:Q364467","lastrevid":61270797,"modified":"2026-04-10T22:16:53Z","type":"item","id":"Q364467","labels":{"en":{"language":"en","value":"Estimating time-varying beta of price limits and its applications in China stock market"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6206838"}},"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":"Q364467$F1E3EE2B-5465-4416-B9F3-5DD141752542","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9c752a5afd2fd0d06c989ce1212908bafb2b3f76","datavalue":{"value":{"text":"Estimating time-varying beta of price limits and its applications in China stock market","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q364467$7452D268-94E5-4E2D-B2EE-973B979C9E42","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"a9ef0630bf37b0ae146553639b163d367b234173","datavalue":{"value":"1271.91055","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$38E80FAF-288B-4530-B887-95DCC411487C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"85fdc3fd4a3b618beb3ae1ee635f22ce7591799b","datavalue":{"value":"10.1155/2013/682159","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$92B6D773-D88C-4F24-9D94-7F8C23253828","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a5bae2480ac6209b9d51e3f46c086074ab148b2f","datavalue":{"value":{"entity-type":"item","numeric-id":364464,"id":"Q364464"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$3BB178CF-14DC-496E-B72A-CE1DD1C00520","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"002d24f9fde476625e054b654e5c6545e705b37a","datavalue":{"value":{"entity-type":"item","numeric-id":364465,"id":"Q364465"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$92530CF6-C781-4C13-B886-3CA3C821B1E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"a27813689d9f2753558fd7437c4a030087ffed0c","datavalue":{"value":{"entity-type":"item","numeric-id":477491,"id":"Q477491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$E83F202E-F3D2-4D03-859F-4E4627658228","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"bb299feb2b87699ac8beef494c52fd2765eaf609","datavalue":{"value":{"entity-type":"item","numeric-id":118601,"id":"Q118601"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$10FB9FBC-41A7-4F12-818D-3E55A0BDCC28","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"6e8c017497806797f217f1d658e3d224a2498206","datavalue":{"value":{"time":"+2013-09-09T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q364467$A86E369D-5D52-4731-8CE5-C2981C484E38","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"6fa43205888d5888ebc8954faf54a3a81d571808","datavalue":{"value":"Summary: This paper proposes an estimation method of time-varying beta of price limits. It uses China stock market trading data to estimate time-varying beta and researches on systemic risk in China stock market. By comparing prediction errors of market model, SS market model, and Censored-SS market model, it verifies the effectiveness of Censored-SS market model. Furthermore it has some meaningful conclusions in China stock market.","type":"string"},"datatype":"string"},"type":"statement","id":"Q364467$0A8C8E8C-CD6C-4ABA-AADA-09EBFD736F84","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"a97d5757b1183397440f4e60f65937024d52f933","datavalue":{"value":"91B25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$70261653-7EC6-493D-B765-E3D958C1E5CB","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"432125588d957709852f1fe103d6b3f978978759","datavalue":{"value":"6206838","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$50C6A4C9-40BC-4770-B9DB-2F287600193A","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$C0AF44A2-5057-4C9D-BA5A-5F4D8B6CD1F6","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e8b459e806c8380a426a99c45f82f3faf66d6530","datavalue":{"value":"https://doi.org/10.1155/2013/682159","type":"string"},"datatype":"url"},"type":"statement","id":"Q364467$3AE61867-59CA-4E62-89CD-794EA6EE988C","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9230c2cba63585fa572b78a11e85200178366ba9","datavalue":{"value":"W2004773895","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$711A5A51-0E44-4422-A5A0-A58859C52529","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"d3c8188ddff979378ca40a0d6fce49bb5ab1ae4e","datavalue":{"value":"Q59003760","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$07B62048-DCB6-4722-848F-03F47FD41852","rank":"normal"}],"P223":[{"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":"Q364467$9F8513D1-83A7-4AB6-A6F3-7A56022AD071","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55a5c85595f2539b873637c9d1225ddaeb067a0f","datavalue":{"value":{"entity-type":"item","numeric-id":5940905,"id":"Q5940905"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$137AFBAC-BA63-40FF-829E-A9CBBA88A7D7","rank":"normal"}],"P1635":[{"mainsnak":{"snaktype":"value","property":"P1635","hash":"ab0045ab076c04f4ad026ab65dd1db474df28031","datavalue":{"value":"journals/jam/BaiZL13","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q364467$F415818D-C504-4EA3-AB5E-4A3E4ECDF023","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"22d2a0901688edcf7f39c880c090529863946086","datavalue":{"value":{"entity-type":"item","numeric-id":2920831,"id":"Q2920831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"803c6befaabbe4010c83542670e1c98a3d2e1153","datavalue":{"value":{"amount":"+0.764375627040863","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":"Q364467$6076BD5A-48FA-48A9-AE5E-A4C28B07D396","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7ed39be8d5dd3476521a0373075912116f8aa456","datavalue":{"value":{"entity-type":"item","numeric-id":4658599,"id":"Q4658599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"917642c5c1eab6c94151332fd624f7a4b4d77f2c","datavalue":{"value":{"amount":"+0.7429660558700562","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q364467$CF932BFE-453A-40D8-A98B-6C0E97BDF4C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fe553ff156b59052836c970d8a1aceb4be1bd55d","datavalue":{"value":{"entity-type":"item","numeric-id":3368301,"id":"Q3368301"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68a9c08d166d14875ae3f9b574cf1e98e5a00ecd","datavalue":{"value":{"amount":"+0.7208685278892517","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":"Q364467$BF638A56-F2EB-4BA7-9E20-D27470554F76","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8a1efb84228efc08f3fd3553f14b6a4f9d30e947","datavalue":{"value":{"entity-type":"item","numeric-id":1017000,"id":"Q1017000"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9af70893db8b000d7542400622a2bc5375877c86","datavalue":{"value":{"amount":"+0.7145615816116333","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":"Q364467$804F673F-F076-476B-9634-3B2FFA747A47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8863a222be7eb483827562986d5296966a8acedc","datavalue":{"value":{"entity-type":"item","numeric-id":3518378,"id":"Q3518378"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"95ea2ac01e66f62977505d651bf3b8c0abf3e1aa","datavalue":{"value":{"amount":"+0.7136934399604797","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q364467$B41E5C1A-72F3-4C06-AC27-DE4E2A903BCD","rank":"normal"}],"P163":[{"mainsnak":{"snaktype":"value","property":"P163","hash":"45fcd4163b5f33e6e8c784f5522d7246c0a1a61e","datavalue":{"value":{"entity-type":"item","numeric-id":57056,"id":"Q57056"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q364467$C128D495-5D6C-44E2-9730-39512CEC9F26","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimating time-varying beta of price limits and its applications in China stock market","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Estimating_time-varying_beta_of_price_limits_and_its_applications_in_China_stock_market"}}}}}