{"entities":{"Q3646953":{"pageid":5676859,"ns":120,"title":"Item:Q3646953","lastrevid":49757254,"modified":"2026-01-10T10:09:40Z","type":"item","id":"Q3646953","labels":{"en":{"language":"en","value":"Varying Coefficient GARCH Models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 5640034"}},"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":"Q3646953$F76F15AC-7319-43E8-A4FB-7ACFCE11BD96","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0a5277e68240cb319e984c94b1f0488bdd3c78c2","datavalue":{"value":{"text":"Varying Coefficient GARCH Models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q3646953$72AF1117-51A1-4379-8AEA-E601A034B7A6","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"85da03d885a34a7c8c2bc40cefd915f83cab5072","datavalue":{"value":"1178.91157","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$78069B37-218A-4169-8112-F6D6C22601E4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"fa2b550c80e8e22b8ae25f83a1c34909675f8746","datavalue":{"value":"10.1007/978-3-540-71297-8_7","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$0E698FF6-510B-47B8-9C4E-B5D99CA21A47","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"d312767030d267dbfee08860917d92d2fda50b23","datavalue":{"value":{"entity-type":"item","numeric-id":254203,"id":"Q254203"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3646953$5091B3A9-78A4-4678-8F59-DD36C8DC858F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"f2657574ae02fc968a2110467b7b164624633173","datavalue":{"value":{"entity-type":"item","numeric-id":273626,"id":"Q273626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3646953$EC2931EA-A18A-4CA1-A20B-ABE9A6125306","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"afad8d9fbd987e72272f8e128ba87467667e3913","datavalue":{"value":{"entity-type":"item","numeric-id":3646946,"id":"Q3646946"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q3646953$C9A90887-C060-4EDB-A065-1BFA2E992D20","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"691004826c68bb7731cfed831239c281ca449afb","datavalue":{"value":{"time":"+2009-11-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q3646953$E1F4297E-00F8-481E-9C66-79461CDD0DFB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$BB133DE8-7100-4B75-841D-3F069EBB5C71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$7AD26C9B-F627-4860-83ED-AE58826D2D48","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$B8979548-4A7D-408C-809A-56157A955795","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"c019840e54cbfabc5a5ce66f233215f409447d05","datavalue":{"value":"5640034","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$76E792A7-6241-4C3E-9889-99BC610B5E73","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c333933564c18990a84b0798df7cec5b97cfbba4","datavalue":{"value":"locally adaptive volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q3646953$90430029-CF92-4828-AFA2-3FFCA9B1557A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0cb05e371ad05242e9f81afd97d5741d468d58d5","datavalue":{"value":"conditional heteroscedasticity","type":"string"},"datatype":"string"},"type":"statement","id":"Q3646953$B64AA72A-AC49-4499-9732-18D69880F3D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84978731c8825f988196d10c588876c4d62e2da4","datavalue":{"value":"nonparametric estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q3646953$F8A99288-257F-461B-9021-05B89A774D1C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bbf7fd00f3d465036757fc61cefda102ce18677c","datavalue":{"value":"global parametric model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3646953$FA987E36-087E-429C-9DF6-9E2D928E5023","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"506ba897ceab160924c0f6d957e5916fb7423757","datavalue":{"value":"smooth transition model","type":"string"},"datatype":"string"},"type":"statement","id":"Q3646953$2B35A857-DCEA-44CF-94D3-877F27A1320B","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":"Q3646953$0DB8E72A-921E-446C-B79D-F979A1B4CF60","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"f7bea8be4ebfb98ae0d024e7640ac27bf0f18b6f","datavalue":{"value":"https://doi.org/10.1007/978-3-540-71297-8_7","type":"string"},"datatype":"url"},"type":"statement","id":"Q3646953$C9AAA5B7-4CE7-4EC5-84ED-C726E59303B9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"a20f76c3d9c78b92ff012b247a42f364ae0658ed","datavalue":{"value":"W2150807234","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q3646953$9A0EE4BD-8C79-421D-87EC-276B00B3D8AA","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e4666361e9b4e675c850c618efff86b32569d039","datavalue":{"value":{"entity-type":"item","numeric-id":814261,"id":"Q814261"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"f664a7aafffd1a8b03cf629bb555b54ddb644e3b","datavalue":{"value":{"amount":"+0.9289861","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":"Q3646953$995CB14C-23FE-4ACD-803B-E0A6DCC418FB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96fc7997ff82e36270dcf33c940781cbac34c289","datavalue":{"value":{"entity-type":"item","numeric-id":3646955,"id":"Q3646955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6b41781a5e790e6b8465a96d2609f630e1649595","datavalue":{"value":{"amount":"+0.9238405","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":"Q3646953$054FDFBE-CB64-4DE0-8571-135E5F1333C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"70f2bf2383e94cdc3cbc212bad1949a97931ea2a","datavalue":{"value":{"entity-type":"item","numeric-id":1782322,"id":"Q1782322"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"76b7918ab06f3461b2e160f4f0c18816e3e0b990","datavalue":{"value":{"amount":"+0.90659285","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":"Q3646953$7460E086-6848-4AC9-B91D-49401970699C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ea3b5594400ccc7bea8e51be8705d9cf367b3688","datavalue":{"value":{"entity-type":"item","numeric-id":3574741,"id":"Q3574741"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c0bd17b3e4eca4906a88d94dd45db7ba90d4dbdc","datavalue":{"value":{"amount":"+0.9022889","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":"Q3646953$4A1CA028-861E-41E0-939F-12501C7C67AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5995a2846d13c81130c037c598dd81ff927947c4","datavalue":{"value":{"entity-type":"item","numeric-id":5863577,"id":"Q5863577"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e27021d25df93632b931ab3114a81c38fc62b2ca","datavalue":{"value":{"amount":"+0.8977938","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":"Q3646953$6C2D993B-0414-4FBB-B887-CF288B53D65A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1d269491874afe0f74c9b32df7353ef588565f1","datavalue":{"value":{"entity-type":"item","numeric-id":1623556,"id":"Q1623556"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9decd6a0571e3f30ea457ea63f83c9ea98458d1e","datavalue":{"value":{"amount":"+0.8962011","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":"Q3646953$2FAE6750-8F2B-465E-86A6-DA828D6F6455","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fdd9145b0b20c9d5a0f36c12df4b72e65d53fe8d","datavalue":{"value":{"entity-type":"item","numeric-id":2485471,"id":"Q2485471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28ac0901055f0e77d2b396af526739877a847790","datavalue":{"value":{"amount":"+0.8947945","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":"Q3646953$6ED73D4C-1D09-4AC8-AD45-98D46D37B2AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4eb67d2b851f39ef6caf5000766949c6a433cec8","datavalue":{"value":{"entity-type":"item","numeric-id":815363,"id":"Q815363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"83ffa0006ca942c79fa3fe46d2d306158d9c25ab","datavalue":{"value":{"amount":"+0.89338964","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":"Q3646953$97C2E587-B8D3-46EA-B6A1-851475AEFAFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82524d251b2591b0774a6922dc6c94333e098b8f","datavalue":{"value":{"entity-type":"item","numeric-id":3551018,"id":"Q3551018"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"bf0256c8a7e6967cb62975b90a556a7655ece263","datavalue":{"value":{"amount":"+0.8933788","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q3646953$BECCE2DC-5382-4ACA-95A5-B1D7359DE351","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"acb4ee1780abfaaae0807c13520a51d52b40c050","datavalue":{"value":{"entity-type":"item","numeric-id":3641383,"id":"Q3641383"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6d90b267ff97bc7078c23c3e3fa98c5b24a23d44","datavalue":{"value":{"amount":"+0.89233136","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":"Q3646953$04C4FBF0-48C1-4CBF-B10E-52913611C2D6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:3646953","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:3646953"}}}}}