{"entities":{"Q4210852":{"pageid":6240453,"ns":120,"title":"Item:Q4210852","lastrevid":41129717,"modified":"2025-04-18T10:15:35Z","type":"item","id":"Q4210852","labels":{"en":{"language":"en","value":"A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1202831"}},"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":"Q4210852$25E8C482-1B57-440F-8268-C0BC7C5997B6","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"906b59b2a8c552a3af0428c75c1a00d9beab9103","datavalue":{"value":{"text":"A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4210852$2913EA98-CA4D-4338-9790-0B6379F19DA2","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"c257390d98587014b5b8ee7ed9cfc41355f5b0b3","datavalue":{"value":"0903.62095","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$9FD21C42-A773-4E4D-A365-7F02B9EE082F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"e8578734392c914610383fa00d9b065bc6a450c1","datavalue":{"value":{"entity-type":"item","numeric-id":302186,"id":"Q302186"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4210852$34C1D8D1-B1C3-472F-BBBC-3D51043CC4D9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"962064a99264ef3506253832c0e91e506d132fd6","datavalue":{"value":{"entity-type":"item","numeric-id":2762242,"id":"Q2762242"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4210852$B683ADC2-31FB-4D49-861B-8258BDE848A7","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"aa42c234d0a47eb8a16a0c13da0bd77146200383","datavalue":{"value":{"time":"+1999-01-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4210852$570862EF-227F-425C-9E6C-F10695779B76","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$A3055830-BF12-4651-B966-D67C261F66E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$D88A5EC8-C2E2-4488-B223-854C051EE72F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ce7cf5d8211fb24ec298c4df83c601340bb5334a","datavalue":{"value":"1202831","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$9EE5A05C-E529-4BA5-A265-573C1DF73BED","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"afd702ff923524c75992e2a3688f269c8fd312ae","datavalue":{"value":"quasi-maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q4210852$04BE0402-F3BC-49E5-BE95-DB72B74D2230","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4210852$4BF1D531-68B3-4C36-A109-2AFF1E06881B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c8bf9fde82321f960ff16472e49cbcf25eb24a0","datavalue":{"value":"log-GARCH models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4210852$0B1030F7-31AB-41B9-BB4E-67C3C9ACB518","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":"Q4210852$75480759-4453-4C02-90AD-43576089E5FC","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0933bf8a4ad6f923b8eb5a6e9f9343211cb2bd5b","datavalue":{"value":"https://doi.org/10.14490/jjss1995.28.101","type":"string"},"datatype":"url"},"type":"statement","id":"Q4210852$94D83689-730B-4A61-B47C-4BF5FB9179D9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"c774d2f0e40a3c6c0cd98c5c0c60fd0082f1094b","datavalue":{"value":"W1982623808","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$054FF4EC-18BD-4189-8858-19E696A845BA","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"00c2c3df01e9001b52b8b367f026ca14fdbed608","datavalue":{"value":"10.14490/JJSS1995.28.101","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4210852$AB1ABD5F-45D9-4958-9F9C-ED13F50E58E9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d6e45cf7eb98b754dfbee2b46085312f2feb6dec","datavalue":{"value":{"entity-type":"item","numeric-id":978796,"id":"Q978796"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"91cd9c0c08bfa0a4fc384ee9ca068a0d5dc12bc7","datavalue":{"value":{"amount":"+0.9080149","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":"Q4210852$F3696E8D-B400-43E4-9E74-33497B040E0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"bc27d85da118a61744343cb94ec4b22b18a98c25","datavalue":{"value":{"entity-type":"item","numeric-id":4989150,"id":"Q4989150"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a53f98771947f06a8dc83f8f5b307e0bb4750124","datavalue":{"value":{"amount":"+0.9025316","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":"Q4210852$7B80FD8C-65BC-40CC-BC64-E7C2B39819E2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"82c87b06079de89a238f841b98f3986d13716c52","datavalue":{"value":{"entity-type":"item","numeric-id":5162852,"id":"Q5162852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4638237f68b719ebb03b20ee8dddbbd7e4cf50b5","datavalue":{"value":{"amount":"+0.900413","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4210852$C5D669E3-5F43-4919-A5B4-4798A454E05B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"370246b15ce8242dbd49e65a76f835ec7f97dbc6","datavalue":{"value":{"entity-type":"item","numeric-id":4971416,"id":"Q4971416"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c818d3d7e8cefbe56ce856e1046b2927a04ef8b","datavalue":{"value":{"amount":"+0.89414835","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":"Q4210852$815568A7-32F7-4278-8A4E-7CDCC0045A90","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f7ce4432c308562c385a6110887bcb38acb45e6a","datavalue":{"value":{"entity-type":"item","numeric-id":3402991,"id":"Q3402991"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dec0003f9c97c543e54e211b28d492700d301b32","datavalue":{"value":{"amount":"+0.8927157","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4210852$A429D825-9643-4822-8DC5-894A58B2AD0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"397719f9ab6fe8cf080dbc4661abf1b88478c0b2","datavalue":{"value":{"entity-type":"item","numeric-id":3646967,"id":"Q3646967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8fcb39413a5928aca7c219977ac63a7988cc8bd0","datavalue":{"value":{"amount":"+0.8913184","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":"Q4210852$BA23C749-040D-48F1-A5F5-130D5C543D27","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"604002853f37731de0e7fe6ca5f47d5c6e0791b6","datavalue":{"value":{"entity-type":"item","numeric-id":6108276,"id":"Q6108276"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"098e45ddcf14b3cf54c5985905a361ddf6525073","datavalue":{"value":{"amount":"+0.886839","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4210852$BACC41B9-8166-4459-AB15-59B29DCBB644","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"235af03dc6cd12c5497c7e7f3e062e5995176786","datavalue":{"value":{"entity-type":"item","numeric-id":5881701,"id":"Q5881701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b9856f736b1f09e930ccc2f9de6fff8a63ff4c32","datavalue":{"value":{"amount":"+0.88410306","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":"Q4210852$61938F98-D54D-4B25-ABC5-AD0B4AD6D07F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"078eeca6fab670865cfcb65ac4cceebcb0a63f73","datavalue":{"value":{"entity-type":"item","numeric-id":5095287,"id":"Q5095287"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8fb556fb177f2222ad9da7f6e0311a5faf11ff38","datavalue":{"value":{"amount":"+0.8836642","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":"Q4210852$10F0AE0D-1CEB-4B9E-870B-4BB5E47BBD85","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4210852","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4210852"}}}}}