{"entities":{"Q4687587":{"pageid":6717167,"ns":120,"title":"Item:Q4687587","lastrevid":90632243,"modified":"2026-06-04T20:53:40Z","type":"item","id":"Q4687587","labels":{"en":{"language":"en","value":"Backtesting aggregate risk"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6952582"}},"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":"Q4687587$AB797AD0-6942-4496-858C-0A2713B2C416","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"34cd0adf0428d7f3563395f2daf776ef740e4db6","datavalue":{"value":{"text":"Backtesting Aggregate Risk","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4687587$BC37EB8A-DC10-49AE-BA5D-DF9B831AF43D","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"cda5b9847649cef140c1641e815cd3375f4c4684","datavalue":{"value":"1397.91596","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$18CE7BE0-84FC-4CED-A9EB-259283508F1C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"38f5c6b6b8665080d2b00c420cca67fc5d700436","datavalue":{"value":{"entity-type":"item","numeric-id":4687586,"id":"Q4687586"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4687587$3B62E263-6829-4C2B-A24F-A97CC4E91C96","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"8136bf2def51453742042c0b2cbbef50b878295e","datavalue":{"value":{"entity-type":"item","numeric-id":145567,"id":"Q145567"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4687587$FC4EF736-160D-49FB-87E2-2F6C1069C4EE","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":"Q4687587$D050FCEB-9E03-4B8F-A35A-826C8CCDE6E2","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5aebd1e2f37ac7804756da25eed3c017810ad161","datavalue":{"value":"91G70","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$FFCFC043-E9A7-44E1-835E-98BC049C889B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$5C13484A-7118-4B11-8BC9-57F9C9C7EA6F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e2004744ca6d6853aa39418c1f8e5dbee3912468","datavalue":{"value":"91G60","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$A600E1D4-E5D9-4C7C-93B9-3AD71947A1B2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"543e70b5f5d8cbaa7da722a2ea76dc7e16f679e0","datavalue":{"value":"6952582","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$FE8F69D4-2C66-42A0-B831-3A215CE9DA4C","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f8a2ec07d51b4e0c1b5cec4ca3b19ab7bee9890f","datavalue":{"value":"multivariate testing","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687587$EC75D0E6-B432-4813-9D71-EEDBF918A426","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3ab70915f06be369d422e64a8a313e57c58ccab9","datavalue":{"value":"integrated risk management","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687587$4D12CC14-1FB7-424D-AA11-9557A1BE25B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d73d322e7e25883828e0d75fee6e4a4f23c4ce10","datavalue":{"value":"VaR","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687587$920F4D9B-642D-4286-AD0F-4ED64B4B1B07","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"64c462e284cfea24407de119fe43c65ba2e8dac4","datavalue":{"value":"multivariate portmanteau test statistic","type":"string"},"datatype":"string"},"type":"statement","id":"Q4687587$F87006A7-268E-4F57-9DC9-D7E413A2DF26","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":"Q4687587$DE1D8B77-4535-4F5E-BDDB-2B2E3EDFCE9E","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"2bbc30c09f7a816800d2f3ccf8fab8ec9534b446","datavalue":{"value":"https://doi.org/10.1002/for.2376","type":"string"},"datatype":"url"},"type":"statement","id":"Q4687587$3891DA18-DB63-43BE-B5F8-3B601C999FE3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"97b9ae2fc0ccf33be868f003533abfbd3c9b50e2","datavalue":{"value":"W2117711193","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$4FC4CA6B-C1FE-4356-8302-6FED34C7582E","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"ac5a26e7316f380d751887e436d3912d76cf326d","datavalue":{"value":"10.1002/FOR.2376","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4687587$CB058D34-5F77-4A04-95BE-49F470D234D6","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6f3df5c87e8f5483ccccef392953ef29557ed434","datavalue":{"value":{"entity-type":"item","numeric-id":3160930,"id":"Q3160930"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d1a3f06f075ed285a0e8ae9746a84a20d6c5c0e9","datavalue":{"value":{"amount":"+0.8065493702888489","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":"Q4687587$F2CCD35C-7D36-4407-A1C7-14A4C79C0A3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f25f39154f00991fa13df78b4a9eb0b5bb5bb6f4","datavalue":{"value":{"entity-type":"item","numeric-id":1667928,"id":"Q1667928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"281f677e0f5951f89c19dbc61b8f99507ddae132","datavalue":{"value":{"amount":"+0.8021752238273621","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":"Q4687587$6113E4DD-3BD1-4744-9DE5-3C6361CE7B4B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2fec38c954d701b8dfc9876e273f21a56eaa6e66","datavalue":{"value":{"entity-type":"item","numeric-id":5160284,"id":"Q5160284"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9a6012b3175a329d151b3c7e6f6d1b08c19dd0fd","datavalue":{"value":{"amount":"+0.7849960923194885","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":"Q4687587$4C4A2EF0-A726-4E6D-B0B9-144D9E318629","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d77b7552c642db5976ec4d824898e79de17a0b6a","datavalue":{"value":{"entity-type":"item","numeric-id":5135314,"id":"Q5135314"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"41dab6e3cafac4bc16cd48123c018e748b2f27e3","datavalue":{"value":{"amount":"+0.781825602054596","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4687587$A9BCD0DE-2A7B-4097-83CE-10E70C12956C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"099212c564feb971605587b0b27d9f6f626e3d41","datavalue":{"value":{"entity-type":"item","numeric-id":4687625,"id":"Q4687625"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"739fd00b5de5c4d0eecb2556ed5c141391e11a36","datavalue":{"value":{"amount":"+0.7721801996231079","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":"Q4687587$E45A42B2-6D6C-4CF8-8F67-CD16C3C0FEA6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Backtesting aggregate risk","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Backtesting_aggregate_risk"}}}}}