{"entities":{"Q4842350":{"pageid":6871930,"ns":120,"title":"Item:Q4842350","lastrevid":47336797,"modified":"2026-01-01T10:21:40Z","type":"item","id":"Q4842350","labels":{"en":{"language":"en","value":"Estimating the instantaneous volatility and covariance of risky assets"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 780151"}},"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":"Q4842350$5F14E7F8-7851-492E-BCC7-DCE486F04CD3","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"cff38321f84b1b6a45e67ac77751d5a87939d6fd","datavalue":{"value":{"text":"Estimating the instantaneous volatility and covariance of risky assets","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4842350$ADC41DB2-42E9-4548-A298-3078F63F97AA","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"f4052a8005c549e3fbbe99ce78ba4013124093a6","datavalue":{"value":"0821.62047","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$959A16F2-0F9F-4724-91F8-A558CA14A1F8","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c89cee54d466828fdbfe85e4a5f51372dc18fffd","datavalue":{"value":{"entity-type":"item","numeric-id":272209,"id":"Q272209"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4842350$632FBBE7-2EDA-4020-9349-3BA64C77C17F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"710e319657bf813cc2b0d93b2e06eb5ea2aa86e0","datavalue":{"value":{"entity-type":"item","numeric-id":234255,"id":"Q234255"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4842350$6AF6A282-9511-415C-9BB5-C37F292AD5BB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"88dc4a6be155a2e4608035e926165b73684fb400","datavalue":{"value":{"entity-type":"item","numeric-id":3026127,"id":"Q3026127"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4842350$7EA1FCEC-8FBF-47AB-A90C-C8E350ED484A","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"4b99a96e44ac25cec2bad39b6415c82143facdae","datavalue":{"value":{"time":"+1995-07-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4842350$8BEDACD8-C754-425A-AF9E-42F3CCC469DD","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5d625d780bfa809c5db39c69099009106c2aeb44","datavalue":{"value":"62M05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$EDD73AE6-31B6-4475-AF51-BA5F1AB3E13C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$B2CEFD8F-7A03-4D0C-852D-47A8E4FB211F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$20F0D26D-11CE-46DE-B79E-D0F230AC15C7","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"0503eb1ce212f0c5d81e190e19e94e12949671b7","datavalue":{"value":"780151","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$33EFAA5D-AC95-4D4F-8AB6-F62464E31F27","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d6bc9f02a918857c8ee901f8280e98aa03e87369","datavalue":{"value":"lognormal diffusion","type":"string"},"datatype":"string"},"type":"statement","id":"Q4842350$F2479CEB-B9EA-4D64-9DB2-FDDFAAE780DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"25e5517051cccbe01bb71a3e351a52d8a764b078","datavalue":{"value":"point estimate","type":"string"},"datatype":"string"},"type":"statement","id":"Q4842350$0D9CC298-5D42-46D4-9274-0F165ECBA8C2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ed1823e32d5bc779121794461a936ada867aba90","datavalue":{"value":"volatility estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4842350$8AA62619-C7EF-4AD6-A41A-7CFCE5BC187D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f1a92ab43bb5154839d4756de48dd271586e10e7","datavalue":{"value":"Mil'stein approximation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4842350$21F90794-8521-4F49-9F6E-57372D8896AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6c92566695ab17c317ec8140f4aab22ff960541d","datavalue":{"value":"stochastic calculus","type":"string"},"datatype":"string"},"type":"statement","id":"Q4842350$F7AA1A84-3279-42AA-99AC-F99442B26BC0","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":"Q4842350$CA153A23-4CF4-4A79-A636-F266D8BFF8D4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"d76d34e34092f60fc991a1349afae04233d475b0","datavalue":{"value":"https://doi.org/10.1002/asm.3150110107","type":"string"},"datatype":"url"},"type":"statement","id":"Q4842350$C377E0DF-C1C9-431C-AC96-11C3F70BDCC3","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"dfd90653aaa9dfa9878609870a0e82de99a5da76","datavalue":{"value":"W2048639718","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$71A28864-DF1D-4E47-989F-C2FD1CE82500","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"673194e57f367680a68c9124f3f1e3e4fab30123","datavalue":{"value":"10.1002/ASM.3150110107","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4842350$57BC1C57-3B74-434F-B3D1-B2555B059D5E","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8f6ba248653ffd7dbffeccf2f2ddf020d671981","datavalue":{"value":{"entity-type":"item","numeric-id":411549,"id":"Q411549"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"205942eba7d8b1b4948b90ac17bd1adcff3ccd23","datavalue":{"value":{"amount":"+0.7901126742362976","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4842350$C5ABC99F-D0A9-4B3F-BF48-D7E3F43545F8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee474c4b2adfcf0b6d802a0bf0c057f9dbb5efba","datavalue":{"value":{"entity-type":"item","numeric-id":4670770,"id":"Q4670770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6b846db763f9fe0701955da6587765dfa20f79e","datavalue":{"value":{"amount":"+0.7872254252433777","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":"Q4842350$CFB355A0-6A96-42D1-8555-047B4A72897B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"038deba7a070182da19356a6ff043c488c6114dd","datavalue":{"value":{"entity-type":"item","numeric-id":2642802,"id":"Q2642802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"31de64c1da2c5e6f78fa8f9a877e052f26116fdd","datavalue":{"value":{"amount":"+0.7717713117599487","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4842350$C46C9C59-F8DE-434F-8DC5-2F4366618656","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b59d27d7f513440cac061240bf535bc95aca30d8","datavalue":{"value":{"entity-type":"item","numeric-id":4459831,"id":"Q4459831"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1a3bde3d7643ae940526e58062d7388fa2f1f90d","datavalue":{"value":{"amount":"+0.76408451795578","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":"Q4842350$1BD1BCC6-1178-46CF-8296-4C65EB2159F3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"db9832c755e0fac6bf6f94c3c00ff46572069496","datavalue":{"value":{"entity-type":"item","numeric-id":1697869,"id":"Q1697869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"d4f5279d738aeccc3019788484eb6751d30ed6f2","datavalue":{"value":{"amount":"+0.7617754936218262","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4842350$B55508CC-ACA1-425F-9BA1-36244128DA3A","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4842350","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4842350"}}}}}