{"entities":{"Q4817431":{"pageid":6847011,"ns":120,"title":"Item:Q4817431","lastrevid":74886738,"modified":"2026-04-15T00:50:38Z","type":"item","id":"Q4817431","labels":{"en":{"language":"en","value":"LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 2102314"}},"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":"Q4817431$6618936B-163A-47B5-9B7D-1387895B128A","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"788d50b442298c628e3fa0739ade4089ec0a8962","datavalue":{"value":{"text":"LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4817431$98DF7980-25E6-4C32-8D87-BBEEB8429587","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"028faa08d9ef77005ed7b960de9ce4f41ac28850","datavalue":{"value":"1066.91563","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$ACEA7FE6-B604-44D8-A122-12BB68FF1825","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"eb3e00b749f29c64d104bd73c075c8d567fb9f55","datavalue":{"value":"10.1081/ETC-120015382","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$6165B17D-26BB-4A0A-981D-8E8DB08EC8C9","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"93ed43799084536b7b3c0817c15fcd806bc4bcef","datavalue":{"value":{"entity-type":"item","numeric-id":299221,"id":"Q299221"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$5110960E-1393-46D0-A34A-07418D96C8B7","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"67d59fb4fe5542780d0dd3244fd1ce2f76a6c21e","datavalue":{"value":{"entity-type":"item","numeric-id":71366,"id":"Q71366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$02112189-2284-49AF-90A9-D691A64AE58C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"c7bd962bada8b0dc37e98aacdd29c36343a02c75","datavalue":{"value":{"time":"+2004-09-22T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4817431$92999138-50BF-41CC-8867-D5E2EB44C69C","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"7b600a0bd525a05fa571487b461fe5ba90ad6e5d","datavalue":{"value":"91B28","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$30CBF063-76AE-4EC1-8440-BA2CCE34BFE3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6f8dd48613c31a68784dfc4a3b5fc6723376a69a","datavalue":{"value":"91B82","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$FCC12E26-9181-412B-BA89-5940E93EDDC5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"a8648946beceefa704f097fa323040afc6030d84","datavalue":{"value":"2102314","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$E20FD5E3-E182-4955-BEA7-E53A081F3AE3","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"dcf29f7985fe2d57cae1ca1629e9b5a95eb600a0","datavalue":{"value":"semiparametric methods","type":"string"},"datatype":"string"},"type":"statement","id":"Q4817431$171759E8-B333-4653-B679-16344C9B03E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a27bc6e37941175b3459f3e32c4f520a3474cf7b","datavalue":{"value":"fractional integration","type":"string"},"datatype":"string"},"type":"statement","id":"Q4817431$3C16577E-B80C-4556-9DE8-34FF5C2858A4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a6b3db35268ac10fd6bfc17f9e82ae665d503f97","datavalue":{"value":"stochastic volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4817431$073CEB1F-FC53-4C48-B90D-3D4251F7AB0F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"cea85ab39291f5882f7f1e6269e0cf23dba77a77","datavalue":{"value":"Stock returns","type":"string"},"datatype":"string"},"type":"statement","id":"Q4817431$4EBD7BB4-4845-4F15-A4FB-964E42AA62CA","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":"Q4817431$0641CE2C-65F4-4BF2-B5AE-4C96CAFBC187","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$3510F0E0-9959-42D9-A585-699CA8CC602A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b1c59045a50da7c5d7015d07dae8a3e714a81079","datavalue":{"value":{"entity-type":"item","numeric-id":4372033,"id":"Q4372033"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$32EBE0F3-D472-442B-854F-80217FF418A9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eac02f83287ac59b6d2b4c72d577baee2b45f05f","datavalue":{"value":{"entity-type":"item","numeric-id":1584769,"id":"Q1584769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$462F9677-69DF-4A6F-BA03-3E106BEADD82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"927ab82da26ef5d3d2d5bddfb0577b81f424abfc","datavalue":{"value":{"entity-type":"item","numeric-id":1922359,"id":"Q1922359"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$267DFD44-BA64-42A8-BA77-050B893970B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3bda004d69181b30a491fa212e4853b692e785d9","datavalue":{"value":{"entity-type":"item","numeric-id":811063,"id":"Q811063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$4589DF2E-6397-4DAE-9B9B-161628FA4ACB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"faf6f9e8c64ba8a398f31f89e3009a36d819bd0c","datavalue":{"value":{"entity-type":"item","numeric-id":3969742,"id":"Q3969742"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$EB89ED2D-7885-4254-9436-E4D2EE1ED932","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"356ea0a65162405589224fbd21c6dc3f0207066d","datavalue":{"value":{"entity-type":"item","numeric-id":3915870,"id":"Q3915870"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$B3F11C39-3753-4EE1-ABE8-0B72D937EF2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cf45bd61ebdaaff00ade258cbc2edca4f7da4ec6","datavalue":{"value":{"entity-type":"item","numeric-id":1922362,"id":"Q1922362"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$CFB5D099-E705-454A-BDE4-7FDB8C9C732E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9977b5ac5cab7cb6bfc3e29047c82cedae7b4936","datavalue":{"value":{"entity-type":"item","numeric-id":1126491,"id":"Q1126491"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$5C9A0ED0-16A9-49F4-934B-C64861C31E4C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dad540359e669f22df0858694f09fbceb2b86c24","datavalue":{"value":{"entity-type":"item","numeric-id":1377319,"id":"Q1377319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$73E1A969-ADC2-4AC1-9DD1-D90B81BC60E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"eb3116507a112ca1f151f550e90882a7223f97d4","datavalue":{"value":{"entity-type":"item","numeric-id":4219773,"id":"Q4219773"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$ECC6E15F-303C-49A6-BAEA-9A6FF9CC639E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ba77a372462918bb0f3a13bfc48a0ccea4cd71a8","datavalue":{"value":{"entity-type":"item","numeric-id":1922357,"id":"Q1922357"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$F0D3F727-7824-4CEA-A10B-AEE451D0D7FC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$9FDAA498-48D6-45EB-A082-7A1D884120DC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3041e9d9e4a440c9fe6c211ff2bca2e7679220ee","datavalue":{"value":{"entity-type":"item","numeric-id":3317942,"id":"Q3317942"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$028C8095-236F-43E6-AF67-DA20CE8A3F13","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c42d39807e021322eeb3288c586127b8a117721","datavalue":{"value":{"entity-type":"item","numeric-id":1906201,"id":"Q1906201"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$266B6CBF-D1EC-4760-9D87-531CAE590998","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"540174ecf8599011e6850f9816fe8b771a595093","datavalue":{"value":{"entity-type":"item","numeric-id":3838319,"id":"Q3838319"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$DCC359BC-A55C-4042-801A-CF988259DABF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd9338a9d58438a7ae3be02529ee8de9ea2fe959","datavalue":{"value":{"entity-type":"item","numeric-id":1298461,"id":"Q1298461"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$9923C394-6021-4023-B1F3-F3B50AE82A3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ce5ba86a68ee39d33b10fa08e413ef9a02ca256d","datavalue":{"value":{"entity-type":"item","numeric-id":1914263,"id":"Q1914263"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$9EAD91D7-551E-43B1-956E-93E91BDB7CB1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d12b41458e81a4e9579db9c1159fc42105245888","datavalue":{"value":{"entity-type":"item","numeric-id":4512690,"id":"Q4512690"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$57208A04-1340-4BD7-9A43-47C310B1F9C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"860c3e0d90d4d133aa260a0877887e52710127dd","datavalue":{"value":{"entity-type":"item","numeric-id":4884570,"id":"Q4884570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$21AFEC56-8F20-4033-B3F1-12C950518F74","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2bed6d8761795c19be3841e967ee0c533448af8c","datavalue":{"value":{"entity-type":"item","numeric-id":3753348,"id":"Q3753348"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$492738B1-D7A1-4120-BCFD-AD818722D999","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ff64d4961ac762a92ec4945c1b9d145e13933f7","datavalue":{"value":{"entity-type":"item","numeric-id":1372927,"id":"Q1372927"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$5B8F514C-F0DF-4CEC-A427-67C5C15A12DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"96bef800f49e91052bbb1f235ccb07d129e8e7f4","datavalue":{"value":{"entity-type":"item","numeric-id":1807140,"id":"Q1807140"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4817431$C9A1A401-946D-4545-9FCC-138B70864060","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b31ec3b2d955b2e8eabcaa5bd74c8128e92e24b9","datavalue":{"value":"https://doi.org/10.1081/etc-120015382","type":"string"},"datatype":"url"},"type":"statement","id":"Q4817431$2F523E42-8F5E-4CF5-93FE-C725D2E6BBD5","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"6da70f6f1b71a58dfc7d56ca50b4736c672fb355","datavalue":{"value":"W3122013013","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4817431$E21FEC79-ED94-4F61-BCD7-1149494476B9","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7cf3bf8803e7f32f4f47f28d2309a33a08f25ba7","datavalue":{"value":{"entity-type":"item","numeric-id":4407610,"id":"Q4407610"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"93dd309b62cc589a3a7938f34198dab6032569eb","datavalue":{"value":{"amount":"+0.8138243556022644","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":"Q4817431$0C0A04F3-152A-476B-9065-E0100369DF24","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"feeb121d7ed4f0fd6f96521dd66c9925af5fd835","datavalue":{"value":{"entity-type":"item","numeric-id":1584769,"id":"Q1584769"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d5967300a5289ddb1b9e6877955d01d68bf02d8","datavalue":{"value":{"amount":"+0.7979480624198914","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4817431$B2CB612D-7B5E-4C2C-84AC-678838540123","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"6dac9771cb0f9713e904ee31709ca4db009e0677","datavalue":{"value":{"entity-type":"item","numeric-id":1922363,"id":"Q1922363"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4d5967300a5289ddb1b9e6877955d01d68bf02d8","datavalue":{"value":{"amount":"+0.7979480624198914","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":"Q4817431$43953756-2431-439E-B444-A4D194AE3B1F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"cd8effdffe7a3800a8fb80c2eb8a69383299e82e","datavalue":{"value":{"entity-type":"item","numeric-id":4807333,"id":"Q4807333"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2529a5899f9dd70b9015e95864f2a46e743190cf","datavalue":{"value":{"amount":"+0.795016884803772","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":"Q4817431$1CD33EE9-DCDC-497C-B9B4-98376ABB4A98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"a2d81f922706a3a38ea2584474f34c658f53e703","datavalue":{"value":{"entity-type":"item","numeric-id":4807262,"id":"Q4807262"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6782e3579f76487576ed52435011c0ea135ca2fe","datavalue":{"value":{"amount":"+0.7935731410980225","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":"Q4817431$86BBDCE2-6A38-478B-9287-89717826EE22","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"LOG-PERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/LOG-PERIODOGRAM_ESTIMATION_OF_LONG_MEMORY_VOLATILITY_DEPENDENCIES_WITH_CONDITIONALLY_HEAVY_TAILED_RETURNS"}}}}}