{"entities":{"Q4921583":{"pageid":6951165,"ns":120,"title":"Item:Q4921583","lastrevid":91050170,"modified":"2026-06-04T22:08:04Z","type":"item","id":"Q4921583","labels":{"en":{"language":"en","value":"Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6162271"}},"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":"Q4921583$A8FF35E5-C5E6-43A7-A4B9-19AAE0195533","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"8bef7276aa2795963bc7949f193ced454d626141","datavalue":{"value":{"text":"Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4921583$DD36B513-A8B7-4E29-8963-B4B2BE699C64","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"fd0f5cc21627d6e43950369871b1184fd5cb3b12","datavalue":{"value":"1347.62074","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$F4009EDE-CA12-468C-8B81-ACBF9FA0AD49","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"aea80429210bb0f9dbb3e6c281e763242b6abed6","datavalue":{"value":"10.1080/03610918.2011.650256","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$3E537F6D-8CC9-4430-80CE-FA13BCD347B3","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"db7df134d80cb8c9ab9ff2ef056f597ee62ea850","datavalue":{"value":{"entity-type":"item","numeric-id":2353371,"id":"Q2353371"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$C93E8DAD-7B40-442E-8EA6-B613D8596DBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"04fe746f16b907a563ec081483b70fbdd8c0fb68","datavalue":{"value":{"entity-type":"item","numeric-id":248376,"id":"Q248376"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$C16A013B-8F79-4A49-9F1C-DDDB1B8B33CD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f1c659f2d5db271689f4e9c1eeccc577d11f193f","datavalue":{"value":{"time":"+2013-05-13T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4921583$98A227E4-C04A-4461-AF82-248DBDF5FA0D","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"e29b15f2aeb7b01c8410df83f5201d00a1a10d57","datavalue":{"value":"62G32","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$FE04AD1E-7261-4960-9DD8-6A52DE936CEB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$6CDEE4B2-E9D5-4DD2-8E5B-61D6B7F422DA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3866ee96b4b7ddfafdb7b788eaa87fdd43bbf474","datavalue":{"value":"62G05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$DC23CF3D-B7AD-4AD1-B098-D95997AD2C2F","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"53028904e55ebf6ca3ae27fac9a01e3f1ae1845d","datavalue":{"value":"6162271","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$B5602107-CB95-4DF8-99FB-64F9738D9AA4","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1dbec61ea5eb44810c9159ce74cde42cb6a5ef3c","datavalue":{"value":"copula","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$013F67D1-0423-4A4D-9BDE-3441D24C0311","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7107529c12de03c6fa3658d3b8da6dc23e9b87e7","datavalue":{"value":"extreme value theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$10AE9F3B-4B36-4A5A-BFCF-C7A39422A5CF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"84978731c8825f988196d10c588876c4d62e2da4","datavalue":{"value":"nonparametric estimation","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$71B77DC8-7C41-4B4F-B2B3-0A5290A3F138","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6681a2b08114bfc959d4e0ba318fb8dc76d10035","datavalue":{"value":"stock","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$11C05CC5-EB2C-4991-940D-CC3C0859BE15","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"8af33ceb45e258eda4944d8473b9499a8a000cff","datavalue":{"value":"tail dependence","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$D9A5BE0D-A7B6-4763-9422-F172B42B804C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"69185efddfd3d8648b64935e343357ea6035f870","datavalue":{"value":"volatility indices","type":"string"},"datatype":"string"},"type":"statement","id":"Q4921583$CD2021E4-C558-4B2A-9345-7EE32319C997","rank":"normal"}],"P1463":[{"mainsnak":{"snaktype":"value","property":"P1463","hash":"4e167f4954019eb8a27a945aab5b56ed28e0b14b","datavalue":{"value":{"entity-type":"item","numeric-id":23304,"id":"Q23304"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$9CA17DCD-26FB-46FF-AA3A-CB0400D1E3FD","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":"Q4921583$74248A5C-BE2F-4173-8D18-FD72997B1769","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"58b76fb1bf54d3c196147ca6d9880b03e252725b","datavalue":{"value":"https://doi.org/10.1080/03610918.2011.650256","type":"string"},"datatype":"url"},"type":"statement","id":"Q4921583$4211294B-3C62-4AA2-965E-6D23549EABD8","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"30bb2b0913d9f05e83f3e2bc78703104b3c9b3f3","datavalue":{"value":"W2036288595","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4921583$69FF0FAA-A59D-42F9-9351-81BCD4502034","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"b86359ef7e0b1bafec1ba64006a61d5e2c2ed7ee","datavalue":{"value":{"entity-type":"item","numeric-id":5943415,"id":"Q5943415"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$5CE7CA91-8BFC-4A67-8BB6-766E96B7E836","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b0ca20d7f428f32caf4bcc777641fba7c26f9ef","datavalue":{"value":{"entity-type":"item","numeric-id":3591997,"id":"Q3591997"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$58F07E3B-B6F6-44DB-AA5E-5C1CD4EBC159","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d117942c8c32ca791ad71ed33b738e1c24aaaff","datavalue":{"value":{"entity-type":"item","numeric-id":4343010,"id":"Q4343010"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$4AEA69E3-3689-4104-8F63-CDC75CF02E0E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8b443a755a26bef40fa462d82d5145bd37675bea","datavalue":{"value":{"entity-type":"item","numeric-id":1769785,"id":"Q1769785"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$89F523AE-8970-460B-A053-D9141C7C0BEE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e9add3e66c64e8d63af1d15c5a492755714d3db","datavalue":{"value":{"entity-type":"item","numeric-id":2567090,"id":"Q2567090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$3C7A8D1A-B98E-48CC-AC99-925A80097AAF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e5b4ccfcde6425eda16740352b4e29803e2f947b","datavalue":{"value":{"entity-type":"item","numeric-id":834370,"id":"Q834370"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$859720E9-D8EE-42F6-B1CB-9B44317BEA10","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8c8bcd9222c51f52150ef404fd858e3142e52d32","datavalue":{"value":{"entity-type":"item","numeric-id":4382161,"id":"Q4382161"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$72937D16-F2B1-4154-BA96-D988C29ED5C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5f7a4395e9c8d8c6eebf2b945dd6d87402f3d1e5","datavalue":{"value":{"entity-type":"item","numeric-id":5706744,"id":"Q5706744"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$7CD81FD9-CB20-4FC8-987C-2EC96E870D43","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"42a3b7b83d3ab841ecc4afc068f670bd9980faa4","datavalue":{"value":{"entity-type":"item","numeric-id":1927146,"id":"Q1927146"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$7FB33E27-DF3C-43B1-85C1-4E97589823AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d0c1db2a23ad94cee82fabd24ad7e2cdff4236bb","datavalue":{"value":{"entity-type":"item","numeric-id":3411077,"id":"Q3411077"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$0FEE9C76-0E1B-4579-A3A7-7F661FCE8715","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"03f538de0fb504f2b0b674256b62b645861d4899","datavalue":{"value":{"entity-type":"item","numeric-id":3336431,"id":"Q3336431"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$CA0B1AB0-4EB8-451E-929F-475A0A3C71A1","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"b292d27fe44d86af96305cb7ef95f30865067431","datavalue":{"value":{"entity-type":"item","numeric-id":6544926,"id":"Q6544926"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4921583$24458D7F-9EE3-4FDB-B1DF-0A72AABC050B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8a083804c67243775308fce01314237b0fc87d34","datavalue":{"value":{"entity-type":"item","numeric-id":2348439,"id":"Q2348439"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"46673d3b739cc204e958b084d4ed661175d310d8","datavalue":{"value":{"amount":"+0.90144527","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":"Q4921583$7C90FE45-16AB-4409-83B1-F5EDB73E0C1A","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"51520f2d230afdedd168f0c8a57299f84cbd5a81","datavalue":{"value":{"entity-type":"item","numeric-id":5456158,"id":"Q5456158"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e7fe05bcdfdce508b1c1221d476219ad532bb879","datavalue":{"value":{"amount":"+0.90099823","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":"Q4921583$47C3A9CA-55C6-4374-9592-C4DF698E3209","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"25c0b1b535939a946ff5c58cde9af11e2c393b26","datavalue":{"value":{"entity-type":"item","numeric-id":6108353,"id":"Q6108353"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c65783f1b31384259eb5f97e1fd8164c7cf3bec3","datavalue":{"value":{"amount":"+0.8999176","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4921583$CE500DF3-2DAD-4438-8CBF-B925E2440D2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9df4608aa0b34e8fcbbbf6b57e48d8cb5237e9a7","datavalue":{"value":{"entity-type":"item","numeric-id":6174090,"id":"Q6174090"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68b2a2f887cb2619f8dcb2cd2f16765b85e88083","datavalue":{"value":{"amount":"+0.89737636","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":"Q4921583$E367F2F5-D84E-4DA3-8BE8-F651525CF6E3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c22063933da224a88866d9a5f8091c5a45fd430c","datavalue":{"value":{"entity-type":"item","numeric-id":4986382,"id":"Q4986382"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9d4d4e4efb5feeb264470a4e6192dab675403d81","datavalue":{"value":{"amount":"+0.8874091","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":"Q4921583$2E5253CF-E107-4593-A4FF-E9D7A5590742","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"35c195a70fc7f98ceb88e4694aa134d99b7ecd84","datavalue":{"value":{"entity-type":"item","numeric-id":2353372,"id":"Q2353372"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ee478836a3f39e765665a82c0bad2d758409a7e1","datavalue":{"value":{"amount":"+0.8867287","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4921583$B399123D-1033-4527-B581-FE6AFAF622FF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c8d3c861f96c33cf27015ba87f07c99b968cfb4a","datavalue":{"value":{"entity-type":"item","numeric-id":6108882,"id":"Q6108882"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"83e4082b99dc4de6e03a1fabdcd8f33d03921c42","datavalue":{"value":{"amount":"+0.88651115","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":"Q4921583$555FCEEC-C817-4A6C-84A6-7050E74F5E81","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"38b86bd3d19c99f6e61866c9c04908f89cf849b8","datavalue":{"value":{"entity-type":"item","numeric-id":4960698,"id":"Q4960698"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"29418940a8e1044d58e6151b39a4f1a2bf2d3977","datavalue":{"value":{"amount":"+0.88446265","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":"Q4921583$44A9608F-D968-462C-A3AB-7FE8900EC28C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"1e67830084b8d87c33d7c192970a7266063e16eb","datavalue":{"value":{"entity-type":"item","numeric-id":1992278,"id":"Q1992278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5b2fa19e9cdb2d46086ab480ca1b297387b4393e","datavalue":{"value":{"amount":"+0.88329166","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4921583$FE4BF758-55C9-4EEC-B8E8-B869EAB0F28D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"954369830eadef185dcd50bc833ade04cae512b9","datavalue":{"value":{"entity-type":"item","numeric-id":2430253,"id":"Q2430253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1de30db942308203b82006b89fe0344dc48ae960","datavalue":{"value":{"amount":"+0.88234174","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":"Q4921583$6EADA784-5154-48C7-AE60-A8D188C45737","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Nonparametric_Tail_Copula_Estimation:_An_Application_to_Stock_and_Volatility_Index_Returns"}}}}}