{"entities":{"Q4687540":{"pageid":6717120,"ns":120,"title":"Item:Q4687540","lastrevid":89953484,"modified":"2026-06-04T18:42:35Z","type":"item","id":"Q4687540","labels":{"en":{"language":"en","value":"Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6952450"}},"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":"Q4687540$3AA4C61F-5A05-43C9-95C7-A95177A6CA56","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0ef8c86e61721457152eb5c76c0f255c894a1164","datavalue":{"value":{"text":"Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4687540$CEA88A52-B336-4ED2-803E-82D4D89D0790","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3257b176efcc21c69706db90f7e788a3251e8421","datavalue":{"value":"1397.62555","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$EC4B6592-9801-4B5F-AC84-1894B9B3DDD6","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"f913c61865115bf8f154ed6691c1653c9c9e4f97","datavalue":{"value":{"entity-type":"item","numeric-id":2658755,"id":"Q2658755"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4687540$5A41F035-D61E-4AD5-A94E-5ED222CCFDBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"2b81f68045d6bd3ae0ff80f49b56119044d2f6d9","datavalue":{"value":{"entity-type":"item","numeric-id":310967,"id":"Q310967"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4687540$1E8BA269-C9AA-4772-A93E-80842F3C1EA2","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":"Q4687540$393B13A5-64F7-4763-A2CE-57C7FC32DBE0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"8ea484e5e450d8c28bd391c202097b7b63c8e2aa","datavalue":{"value":{"time":"+2018-10-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4687540$C8B7A2D8-C084-498D-A426-6DAE69BD60DB","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$ED7F9195-722D-4ED3-BAE1-B5A399E0221C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1488b61c4e1e0d3fadd2b5e941969f253e979101","datavalue":{"value":"62H25","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$BE2B03F8-E1CB-4CC2-A466-8E9DE50B2240","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4ab83e4aad0d91ff4fa3028b5f306edce46af30b","datavalue":{"value":"91B70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$6D9940DC-DC94-490D-B85D-089F93B0F106","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"59a63685070ad114185fb0ae64c5659f6c49fd38","datavalue":{"value":"6952450","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$09446231-3625-43B5-A9F4-0DDB01284688","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f94d476c5436f13671883fc83ae290a56f795908","datavalue":{"value":"vast dimensions","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$D6F36499-2DA1-4D56-B348-9272FAE0FDF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"beff03383745538ae33344e4ca34011a69250763","datavalue":{"value":"factor models","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$07107A39-3AF6-4ACB-B28C-31C308EA7720","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5ac53dc48923fc43c5a55eb929fa28f1553c89a2","datavalue":{"value":"long memory","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$1F826128-6D6A-40CC-8189-9BB8C84C1DD5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35a6e55f557b97479185a775efa6a9e77fcd102c","datavalue":{"value":"principal components","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$89545A46-C217-45C1-AE11-561E187226AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bb8e086cadc04975a91607e0450cd00ccf0fbbf0","datavalue":{"value":"low-dimensional maximum likelihood","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$5440FA6B-9004-4FBB-BE8E-EEF0BE6EDEE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ad010e9ac7029743a7ee41dcfbe0368450b9a1c2","datavalue":{"value":"skewness","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$C1AE4B7D-B793-4491-8F15-D22EBE46A4A8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bf0437d701a0e52bec53cd9009bbb7a813b03ec6","datavalue":{"value":"heavy tails","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687540$ADDDB972-0068-44DB-8F3B-CE2ECC58EFB1","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":"Q4687540$635C3295-A19A-456F-AD4A-631CF72968B4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"268c00970c2e3279a3802ff2514a53e392b1e403","datavalue":{"value":"https://doi.org/10.1002/for.2325","type":"string"},"datatype":"url"},"type":"statement","id":"Q4687540$E20FFBB1-9CC6-4EBB-AA8A-566D1D8BE642","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"5787ab3152b1837c32dee5c80f5c84b793d587da","datavalue":{"value":"W3121652360","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$E187632F-E0FB-403E-B25E-ECA8DA899D53","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d51440feb2c4764155cbeb08121c59430f8b41f2","datavalue":{"value":"10.1002/FOR.2325","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687540$03742BBB-CCC0-4C0E-9227-5FBCA561A24A","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"49fbba5a9776585c18fe6b0e0555cecc6303e519","datavalue":{"value":{"entity-type":"item","numeric-id":5149189,"id":"Q5149189"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1b09ab1adff9b3ecd7219f90a9afd783c8d76b2","datavalue":{"value":{"amount":"+0.91617316","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4687540$A0BF4781-8654-43A3-AB38-3777EED8F896","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f7c89c62c00e9953f4fb659628d7ab44a4fcacd8","datavalue":{"value":{"entity-type":"item","numeric-id":1676377,"id":"Q1676377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1b09ab1adff9b3ecd7219f90a9afd783c8d76b2","datavalue":{"value":{"amount":"+0.91617316","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":"Q4687540$85FC2207-6169-4B9B-8603-DF6E159662B9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"063641d3e6341b30c06b8b0360325cf020e22e10","datavalue":{"value":{"entity-type":"item","numeric-id":2305972,"id":"Q2305972"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ac0a309d43e5d89d3b1b65d96fffd8974e1ce900","datavalue":{"value":{"amount":"+0.8950302","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":"Q4687540$0794B3EB-DFA8-4768-A679-C27401B38939","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b4a5af1604be08000e35c18e20b2c614cd00c88b","datavalue":{"value":{"entity-type":"item","numeric-id":3298480,"id":"Q3298480"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a52e2f3357a035ffd578f085f6966ea3cc5dc03f","datavalue":{"value":{"amount":"+0.87919796","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":"Q4687540$1C8DB2AB-C3B6-4D6F-87F1-4B977958C1BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"fcb3ab8cbbf2e2d4f9312eb1991a276078f70e49","datavalue":{"value":{"entity-type":"item","numeric-id":4957246,"id":"Q4957246"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0c11bd8ae26a16141c0202b9d324487d62f42efd","datavalue":{"value":{"amount":"+0.87749493","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":"Q4687540$9F4C6C1D-8A40-49BC-ACA3-6C0FD9846D17","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7bb6e0ffdacc49b52c7036f7cb7fbab2bf0e46e1","datavalue":{"value":{"entity-type":"item","numeric-id":2163718,"id":"Q2163718"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ba9e8622a844b668a5750aae52e681fa97ca64c6","datavalue":{"value":{"amount":"+0.8679141","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4687540$CA211866-447E-470C-9135-2A9699156E5C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e87aeeb7dada0c26b6aa94b4e9f1c3201b47cbad","datavalue":{"value":{"entity-type":"item","numeric-id":6108334,"id":"Q6108334"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9be7e7ff6d5bff3df2ea8ff97f0887f1b0f5fd66","datavalue":{"value":{"amount":"+0.8674195","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":"Q4687540$790D3D8A-5DB6-426A-8261-2AABA8B4059E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cb94186c6b691a28ca2c0484909d5e97a473b257","datavalue":{"value":{"entity-type":"item","numeric-id":5093930,"id":"Q5093930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"42c2fedbc27700cef79501a147083aef221ac2e9","datavalue":{"value":{"amount":"+0.8668232","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":"Q4687540$8D77C3D9-0A53-48D5-A41F-C0A7AD8AA8F1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e851cf6fcf37059ea3b6b6089209c3eb51dd95ed","datavalue":{"value":{"entity-type":"item","numeric-id":5149188,"id":"Q5149188"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"42c2fedbc27700cef79501a147083aef221ac2e9","datavalue":{"value":{"amount":"+0.8668232","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":"Q4687540$19BD22DA-EC02-40F0-AAA1-3271D8103B31","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b0a84607fe49da32457906f9f26f56943833245e","datavalue":{"value":{"entity-type":"item","numeric-id":4593683,"id":"Q4593683"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b4b862f959ff70dd8d6c4d70acc529f7f5604260","datavalue":{"value":{"amount":"+0.86650413","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":"Q4687540$381916AE-9F3A-4B70-90B3-6B840742D2CC","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models","badges":[]}}}}}