{"entities":{"Q4687336":{"pageid":6716916,"ns":120,"title":"Item:Q4687336","lastrevid":53228789,"modified":"2026-01-24T12:27:35Z","type":"item","id":"Q4687336","labels":{"en":{"language":"en","value":"Heterogeneous asymmetric dynamic conditional correlation model with stock return and range"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6951850"}},"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":"Q4687336$70534BB3-EA12-4CA2-A55A-E6715D486BB0","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"55533bafb234a26c22e7fa98fbadf918b588c21d","datavalue":{"value":{"text":"Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4687336$492C5E72-3EFF-418A-9D43-27EC0E2DAA71","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"1b7a10dd8ddc7d7a2e5a2dbd927e2cb625802f61","datavalue":{"value":"1397.62295","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$A15B29B3-70AB-41F5-950B-38252465A724","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":"Q4687336$E8F9F108-FBA4-4596-A147-66343D926FE9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8136bf2def51453742042c0b2cbbef50b878295e","datavalue":{"value":{"entity-type":"item","numeric-id":145567,"id":"Q145567"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4687336$F99F15D1-022A-41DA-9AC7-CC7F368FDAFF","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"37613cf87ce5b620135b78f92ed2173f2274a052","datavalue":{"value":{"time":"+2018-10-11T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4687336$90983310-6E84-4412-9724-B7CEAC4E4708","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$F3B0494E-390E-4551-8BEE-6EDA8D6DCEA7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$FC7418AB-6777-4B6E-85C3-71B3928C0F71","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$3F2D215A-8188-422A-9EE7-EE8C16A41B93","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"5fa1ac0510686185066c40dd4f1df46bede1b1cc","datavalue":{"value":"6951850","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$B672984C-57E1-4B78-B021-CE30ED845B99","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fa9f35c2f131a913abef24ebfd5164bb044948b7","datavalue":{"value":"dynamic correlations","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$44087773-E736-458F-A0C7-629F80F58460","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ac53dc48923fc43c5a55eb929fa28f1553c89a2","datavalue":{"value":"long memory","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$9B223251-ACFA-4B96-A17F-4AC60A6091F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8135a0cdd9e02a08d42649b4cc0717ae87be140d","datavalue":{"value":"range","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$FBA15ACC-6613-413C-8810-245877746294","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0ef64b42226b372cefdd4bff644e680777c7439a","datavalue":{"value":"leverage effects","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$1B7777A6-8903-41A5-8DBB-797B8F5FAAFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$F8A81399-37A4-478E-8805-12D034BD7B2E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"faebdc713ff00139c31b8f57c094cb678c4f0c40","datavalue":{"value":"VaR thresholds","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687336$81A45077-34F1-4550-BFEE-A7E713255251","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":"Q4687336$8A18F9F6-A33A-4798-A969-9AFF3B4BC42C","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"5b1076b94db259de9da38b9e18f133db2e3e10ac","datavalue":{"value":"https://doi.org/10.1002/for.2252","type":"string"},"datatype":"url"},"type":"statement","id":"Q4687336$BD771709-361D-44A5-A703-E4F220CEE342","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"b599cda383be51389e7b4c896cfa8def0eb6ee3c","datavalue":{"value":"W2322097199","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$E1F0BFDF-6D08-44C3-954D-69654EFA7F0B","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"978acbadd4dc0a50f43f72ba67cca8796de0188b","datavalue":{"value":"10.1002/FOR.2252","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687336$F53A0017-1D69-4966-AAA6-BBC22262F76C","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"258dd666565d571e33456ee6d35da512d1b8056a","datavalue":{"value":{"entity-type":"item","numeric-id":4905026,"id":"Q4905026"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3caa3a7e3127e11fed1ba1096cda370b70013ac3","datavalue":{"value":{"amount":"+0.8635786175727844","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":"Q4687336$8CA805C3-85E7-45AE-B757-BD714166BE45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2a1345ebd9b22f982ecf29c5198edddbf2610154","datavalue":{"value":{"entity-type":"item","numeric-id":3182774,"id":"Q3182774"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"007b15bfc64f0d23e5a4fe21939c00c44a8aa286","datavalue":{"value":{"amount":"+0.7884261012077332","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4687336$EAAB186F-512E-4CF1-B477-5F3D4022362F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8663d54450c87a2e07f746495031d568f044e9cb","datavalue":{"value":{"entity-type":"item","numeric-id":2338532,"id":"Q2338532"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"43ce4ebbf8937fa05cdd0b9cb086fb6b4dd9d360","datavalue":{"value":{"amount":"+0.7871204018592834","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":"Q4687336$8EB76F97-1112-43B5-B2DE-E352FF2A2DA8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"0afb1b40f743726d1e516f40c078a122e8737df1","datavalue":{"value":{"entity-type":"item","numeric-id":1695662,"id":"Q1695662"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"49bbac8e3ef441a671872bcde4baffee9033a45a","datavalue":{"value":{"amount":"+0.7857547402381897","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":"Q4687336$7836F456-0651-4D66-A23F-AB83BE217730","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1dee4f6430a3a5fd50b18cf896d597ae73d200dc","datavalue":{"value":{"entity-type":"item","numeric-id":5166728,"id":"Q5166728"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"dede22c137db735deac3e486e2b2ac26e385d499","datavalue":{"value":{"amount":"+0.7803552150726318","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":"Q4687336$3700B279-202A-4292-A16F-5DF662BFEB50","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4687336","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4687336"}}}}}