{"entities":{"Q4254786":{"pageid":6284387,"ns":120,"title":"Item:Q4254786","lastrevid":88655612,"modified":"2026-06-04T15:06:12Z","type":"item","id":"Q4254786","labels":{"en":{"language":"en","value":"Volatility structures of forward rates and the dynamics of the term structure: a multifactor case"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 1310944"}},"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":"Q4254786$2D0EF1C0-98DC-416E-A18A-3A28F1613477","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"3e2c5000e4dc4678734971dce6f701aa921dd1dd","datavalue":{"value":{"text":"Volatility structures of forward rates and the dynamics of the term structure: a multifactor case","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4254786$EBDEB75E-0898-4BDD-9A6C-A7E21A6EC16A","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fcbf13211da11bd52be4b99651218b3fb09a2cea","datavalue":{"value":"0947.91075","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$4CDFA6DE-B566-4048-B97A-006C20BEE09D","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"730a4ddfa8f965f69cc5bdb9e79c2d997a5c5e4a","datavalue":{"value":"10.1007/BF02830036","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$38BDF493-382C-46FA-8604-9EBD247278F3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f0739a4973de20d01985fe50ea3f2caf68739c9d","datavalue":{"value":{"entity-type":"item","numeric-id":938013,"id":"Q938013"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4254786$F2FADB54-7E12-42FB-8658-667F9BF59BF7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"da6c3bde1d53b9276d274adf44be0660a4cc1351","datavalue":{"value":{"entity-type":"item","numeric-id":2712654,"id":"Q2712654"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4254786$32587463-6DE9-487C-B66F-6A288242B82B","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"5f51c47d4eff109a302ddde0918b14683bede651","datavalue":{"value":{"time":"+1999-10-06T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4254786$FDAA33AC-E56A-4498-BDFA-9E59844AEB1D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"3d9efc5edd9940138bba54fd2dcb7e91029d8fcc","datavalue":{"value":"91B62","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$26D469AD-9FEA-491F-AC08-56FDA5E7D045","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"377d3ab03372cff12915e0de0374438ff70c3716","datavalue":{"value":"90C40","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$879E5D31-52B4-4D27-BC2A-46A55AF3C0D8","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"231842ac47758fcba42d6d6c438f258dd1b37e60","datavalue":{"value":"1310944","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$5A707A46-3878-485C-87DC-36F90DF59492","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a4b88770974f63e4c077ed64c8b9ae90b55b3b6d","datavalue":{"value":"term structure dynamics","type":"string"},"datatype":"string"},"type":"statement","id":"Q4254786$E7A4BFAD-F5F4-44DF-BC9A-5B87E9BF58A0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4a270d3e664fa55e9cf931cec1fba34503a0d78a","datavalue":{"value":"volatility of forward rates","type":"string"},"datatype":"string"},"type":"statement","id":"Q4254786$70E254DD-6528-4C16-B0FC-D696350D1EF5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"c8fb1778c22c32f944fb3ba95b10b1aaacac43c6","datavalue":{"value":"HJM models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4254786$F585B3A5-3778-477D-B906-352AFA78BF97","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1cf5e720127c2e949422cac33d946a0bc4c5b261","datavalue":{"value":"Markovian models of the term structure","type":"string"},"datatype":"string"},"type":"statement","id":"Q4254786$46B8EC10-FFD5-4AE4-A1B8-FC18DC278104","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":"Q4254786$6AF24846-51D5-4496-AC2B-8542E25E8DC6","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"efc4b63cebf0765738bb7c4c87a82180c9d30d10","datavalue":{"value":{"entity-type":"item","numeric-id":2856469,"id":"Q2856469"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4254786$DC93570B-877B-4A2A-9B86-004FC5DA95AC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1ac1179a2db76154776e70f6f5f0017920900cc2","datavalue":{"value":{"entity-type":"item","numeric-id":4006256,"id":"Q4006256"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4254786$9B3CE6A1-6B42-4EF6-935D-2D99FD8E02EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"55269d7bac0d504bc11a78b528ab769e39bca125","datavalue":{"value":{"entity-type":"item","numeric-id":3125791,"id":"Q3125791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4254786$AA3CFEB1-8FE1-417E-A7FB-5A7AB4ECACED","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"eb6ccf6e3aec756a74a2a8b8d6664541d112f1c7","datavalue":{"value":"https://doi.org/10.1007/bf02830036","type":"string"},"datatype":"url"},"type":"statement","id":"Q4254786$2B47142C-5ACA-4084-98FA-921A9B2353F9","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"34208732456c308e0cf1ec0199988043d1dacfde","datavalue":{"value":"W2061887720","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4254786$62645C19-C1B5-4601-B41D-8550CB9124B7","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c0a101ecb979201820ce966bdd2a1922ac6f12b","datavalue":{"value":{"entity-type":"item","numeric-id":3125791,"id":"Q3125791"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"160d7892f8c46d74fd1ff10371855be62ae65bc9","datavalue":{"value":{"amount":"+0.9057948589324952","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":"Q4254786$089C5FD7-A35D-4E65-8761-236EBB5DE0E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"98af28d4e42bb168eda282746cd22c17b61ea06d","datavalue":{"value":{"entity-type":"item","numeric-id":4887228,"id":"Q4887228"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1bd16dffe7453dc962dbeb3cb3232f6e5466171d","datavalue":{"value":{"amount":"+0.8131047487258911","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4254786$DFFA6924-B5AD-4FDF-8D59-DCFB3C7F873B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1ac2fc7bca15aba92145dfe6e5414874f266a3f9","datavalue":{"value":{"entity-type":"item","numeric-id":4698074,"id":"Q4698074"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"28c0732b14731346930e87a79b1aebc8bac84cee","datavalue":{"value":{"amount":"+0.8122211694717407","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":"Q4254786$9925BB3B-08A7-47A2-A0E7-FF3847E85440","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Volatility structures of forward rates and the dynamics of the term structure: a multifactor case","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Volatility_structures_of_forward_rates_and_the_dynamics_of_the_term_structure:_a_multifactor_case"}}}}}