{"entities":{"Q4683084":{"pageid":6712665,"ns":120,"title":"Item:Q4683084","lastrevid":53205533,"modified":"2026-01-24T11:19:27Z","type":"item","id":"Q4683084","labels":{"en":{"language":"en","value":"Stylised facts of financial time series and hidden Markov models in continuous time"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6939290"}},"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":"Q4683084$F8B34F81-882C-4794-8056-C660C2D6532A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"db3a682c70d2e62ee76483dc1b831461fb97f46e","datavalue":{"value":{"text":"Stylised facts of financial time series and hidden Markov models in continuous time","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4683084$F01C3AF8-18C9-4BDB-9FE1-6EC70189D49C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"788e7b5e78f7a1bf999db3207f323c65a2be763f","datavalue":{"value":"1398.91691","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$B9944357-4D65-4176-95A5-ABB22E4F11E6","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"8600722add82b6e6a3aaec385b175b6295bf0a9f","datavalue":{"value":"10.1080/14697688.2015.1004801","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$00686B56-92E4-4547-85D2-91FFAD2D627E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"35b0a92336c598901d8269ad97f78bc5489e4b40","datavalue":{"value":{"entity-type":"item","numeric-id":2288939,"id":"Q2288939"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$5D010108-77AA-40D3-9D2C-38EBDB0DF800","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"488540c7ce5a0b5ebb5cf6372ef88e4f0ce12c14","datavalue":{"value":{"entity-type":"item","numeric-id":342534,"id":"Q342534"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$AC1BB761-CD82-4A64-98A9-85DBF6D6E3EF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1673423773fe307197752c2888268c79b685d884","datavalue":{"value":{"entity-type":"item","numeric-id":746238,"id":"Q746238"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$60BAB283-0A60-4070-81B2-2A90EB8724D8","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$FDD309C5-7D86-4DE6-9B56-4385D34AA8B6","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"718193faeaf945fe9ce440e932847a0b843702ae","datavalue":{"value":{"time":"+2018-09-19T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4683084$7B83F831-B03A-4BF4-9F61-FCCCF7E5DDE3","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"e383a4136f3e3d4669bbe23e84fadaf352980055","datavalue":{"value":"https://backend.orbit.dtu.dk/ws/files/106894229/Stylised_facts_of_financial_time_series_and_hidden_Markov_models_in_continuous_time.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q4683084$E5FE121E-FD38-4F0A-8D70-28A1DDB44E0B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$6619E477-8A78-4A20-A5A9-7C48EEA4F30E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$E72F7EBA-61F1-4D85-ABE5-B2383223FB49","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1bfd44d39fc48f1c1778c5522f250d3165ba32e9","datavalue":{"value":"60J28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$4ADC50DC-3204-4E07-97FA-5120DE652BD3","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"742ad5650a38e3b7f2ea21e138378e21a480ad9d","datavalue":{"value":"6939290","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$9585F74E-8541-440B-B743-A0B78FFA20B1","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"348250bd9773b47fa840e9b258ec675e08df7dac","datavalue":{"value":"hidden Markov models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$955235ED-B76C-4744-93F3-B108086A061D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ae2fe9a8b5dadca96554617a2d16001c7f61783e","datavalue":{"value":"continuous time","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$527AECEE-B7B3-4F96-B659-50FBBB356B2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0622622312571c3cb989d8ed691052b80a57b127","datavalue":{"value":"daily returns","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$0A02798B-A5F0-41EF-AF29-C44E5B3F9737","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0675573b6b3513d04ff214b6ea166e6612c232e5","datavalue":{"value":"leptokurtosis","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$AFA0410B-B7C1-4645-B3C5-594797791660","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7120cd0db38642ae03599122814722ec30766a4f","datavalue":{"value":"volatility clustering","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$61DBFFA5-E158-489D-93C5-8F83F2B47FAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ac53dc48923fc43c5a55eb929fa28f1553c89a2","datavalue":{"value":"long memory","type":"string"},"datatype":"string"},"type":"statement","id":"Q4683084$FEAF7812-8792-4C15-A4AB-A5CC81C58E29","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"2d34c00ff486691c51c21b70eb71257ef20fbf92","datavalue":{"value":{"entity-type":"item","numeric-id":13179,"id":"Q13179"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$EED590A8-A54B-49A1-913B-A24CA8C92C74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"b2f45492d0a9ee38c7f6f7ea29a7881599069d9b","datavalue":{"value":{"entity-type":"item","numeric-id":13519,"id":"Q13519"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$83D877C1-397E-4A6F-BC6E-4F69ED882A93","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1463","hash":"53e7fdcd362ecc022d48af573f90eec9d461d9ce","datavalue":{"value":{"entity-type":"item","numeric-id":20110,"id":"Q20110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$0BE6D4D4-CE2E-48D5-A516-A569AFBE1B5E","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":"Q4683084$1115BE93-6DA3-4C33-A258-52C838D33E8D","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"e81005ad2d9e1755c8dafb725c8b629e01abd2a8","datavalue":{"value":"W2015095252","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$D7500ADA-1D27-4441-B7D2-6BF3E5A1BE3E","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"73b38959c4b5d9f79dc545b89ff921fe269959cb","datavalue":{"value":"Q60398281","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4683084$5FB99125-FDF5-4546-8342-662A3DCCC914","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"f8ab299438c16a88331eb827f3d0f3746a06d90f","datavalue":{"value":{"entity-type":"item","numeric-id":3594915,"id":"Q3594915"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$5718AA4D-444A-43D3-A29B-A434F52FB377","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c384af17c745b6b567d3d455f4633f66a09c50f7","datavalue":{"value":{"entity-type":"item","numeric-id":2009042,"id":"Q2009042"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$1564FDD5-1B3E-4E30-9532-10FA6E6ABE18","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b6913df870f443f4a482bf0cb2f4054f38ddd6a7","datavalue":{"value":{"entity-type":"item","numeric-id":1010564,"id":"Q1010564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$A974C9AB-EE46-4C8B-B68D-D25C3A0F5A81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"13bec0e6313e56a3e5caabd2afc16f6231ac78d8","datavalue":{"value":{"entity-type":"item","numeric-id":962296,"id":"Q962296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$15DB275B-BAE3-4896-A466-51DCC9976E8B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8861cd83dfd8b90bc7e43409e0a9aad9da0fb8a","datavalue":{"value":{"entity-type":"item","numeric-id":2388882,"id":"Q2388882"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$4AC87E6C-EDDD-485E-BD6D-11AA2624BED5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"65963b590d9c77c7e8d2fb79fb0f339f32dcf625","datavalue":{"value":{"entity-type":"item","numeric-id":4646480,"id":"Q4646480"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$BC7DE46B-D792-44EC-8BAA-0A3C9899A352","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ab35b89103c80f1faa9b4436f86795af8240c306","datavalue":{"value":{"entity-type":"item","numeric-id":2507986,"id":"Q2507986"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$EC06E3B4-43CB-4222-AA87-17B328E93D5A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62b4784bb4a3684a9f091049961b2a812b9528ab","datavalue":{"value":{"entity-type":"item","numeric-id":452667,"id":"Q452667"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$5FF68D8C-52DA-4808-A26B-6B95FDC61C08","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"baffb40eb539400aeea5ed81ac8536cd35c9230d","datavalue":{"value":{"entity-type":"item","numeric-id":3155280,"id":"Q3155280"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$ABE56F0A-6880-4B70-8059-F46D6D7640F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"aa021650f8ac5c4e07093a1f9f891a3aa7699e8c","datavalue":{"value":{"entity-type":"item","numeric-id":5901552,"id":"Q5901552"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4683084$83FD541C-B269-4BD5-A6E3-893369CDADFB","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"381c863756562ee59c35da04015cd6883cf7dea5","datavalue":{"value":{"entity-type":"item","numeric-id":1010564,"id":"Q1010564"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4fc10ad1fbe1bcf6eb771578e776fb81e74c5e07","datavalue":{"value":{"amount":"+0.8580377697944641","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":"Q4683084$54ED0967-F0BF-4EFC-A4D1-A4C993F850EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"612ef8b5a1bc0761e6bf03338146cbe657ddc720","datavalue":{"value":{"entity-type":"item","numeric-id":4687655,"id":"Q4687655"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"89e1695f3335fab70a33497317c00757cfd220e7","datavalue":{"value":{"amount":"+0.7960372567176819","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4683084$E22033E6-3BBE-4571-B0D1-34A1E09CF973","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"46ae90684e0c2984caaa28bb92c0d183e2f19ae2","datavalue":{"value":{"entity-type":"item","numeric-id":2574139,"id":"Q2574139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"aa5ed587a54d707bf1d8fc88b20e86ddfe41bfa5","datavalue":{"value":{"amount":"+0.7789992690086365","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":"Q4683084$4F87F8A9-C83B-4C5A-A3BF-0AF90EF7FC52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"600c5e48ebd5fac2da42932caee5791838e67e9c","datavalue":{"value":{"entity-type":"item","numeric-id":1659122,"id":"Q1659122"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4690e7de183fed904ce3cab599d4b5d8cdb9ed1b","datavalue":{"value":{"amount":"+0.7713555693626404","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":"Q4683084$57048FE9-44B0-459D-8C83-B52F4A100751","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cd12bd7bc1e924658421fdab0e03d82ffef559f1","datavalue":{"value":{"entity-type":"item","numeric-id":3557589,"id":"Q3557589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46ddae10823214d51aead5529954bb40d2f395b4","datavalue":{"value":{"amount":"+0.7707556486129761","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":"Q4683084$766DE821-A4F7-4841-B7B1-4DD5B81D159C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4683084","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4683084"}}}}}