{"entities":{"Q4957246":{"pageid":6986828,"ns":120,"title":"Item:Q4957246","lastrevid":91982399,"modified":"2026-06-05T00:34:05Z","type":"item","id":"Q4957246","labels":{"en":{"language":"en","value":"Forecasting high-dimensional realized volatility matrices using a factor model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7390946"}},"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":"Q4957246$BF51D900-8B19-4623-8515-547C1F0BE7CE","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"0426b02eb83da4fd4595136ff386377073b75c73","datavalue":{"value":{"text":"Forecasting high-dimensional realized volatility matrices using a factor model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4957246$1FD6DE54-B5FC-4E20-AB9C-E2954C21427C","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"2423ace80f7b09aba7fdcc5f4e226d6fb1e3feb7","datavalue":{"value":"1471.91552","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$32D8F507-AB77-4EF0-A789-00047D1C3294","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"182f309b4213f49e9af83e064806580f917e2ae2","datavalue":{"value":"10.1080/14697688.2018.1473632","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$5375D927-C9F6-4A78-80B4-B167FA4FF26E","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"c9206c9df96bd09a8993b566d3621644b9d53d29","datavalue":{"value":{"entity-type":"item","numeric-id":1615278,"id":"Q1615278"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$06D1FBEA-E87B-4DEB-BA28-20F07CC0DB3C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"9e2e7380fc2ac1d687bb3fa1f04ddb73001e7f4d","datavalue":{"value":{"entity-type":"item","numeric-id":494375,"id":"Q494375"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$C63AAC6D-4441-4FAD-96A1-D4E9897877BA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"233edbb1fe3d48e071c229f9e13eb1d47bf7dc48","datavalue":{"value":{"entity-type":"item","numeric-id":1303859,"id":"Q1303859"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$CB92B03D-0629-47FE-BF1C-58D1631038DB","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"23333674ce653bc0d256ee8ec5b56bad3d92e2c6","datavalue":{"value":{"entity-type":"item","numeric-id":90171,"id":"Q90171"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$5AFBCC77-63F8-4BC3-87AE-D1CB0F1CD2D0","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f3659634a54505b21af2691a50b5a61bfaa047bf","datavalue":{"value":{"time":"+2021-09-03T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4957246$80EB4F48-8A5C-45AD-B1EF-49A0D37E6092","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"6d86a31b4bee55c9548d094cb0a492fd5a8fcf97","datavalue":{"value":"https://arxiv.org/abs/1504.03454","type":"string"},"datatype":"url"},"type":"statement","id":"Q4957246$248A38C0-F7FE-49CC-8A42-35A2EA083007","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"0d0e2fd66f3c91c16852cf3c5f54f347b0794e5e","datavalue":{"value":"91G15","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$8177EADC-9D55-44CE-951F-B47E68DE8CB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$C0D0336F-3DF4-4456-AE98-EF4CE70A3939","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b5cbe9758c88476b68d49896f92628ee72759b70","datavalue":{"value":"7390946","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$A168CBBC-70B4-4A48-B8AE-43B8B53891FE","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ab344c2ac00c451d0e8816fe20da0211afd1e910","datavalue":{"value":"high-dimension","type":"string"},"datatype":"string"},"type":"statement","id":"Q4957246$14C2838B-B731-407B-A1E0-66264EF23A95","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"33049ab80123880f11bbd6ca35f3eb3e7911ce0c","datavalue":{"value":"high-frequency","type":"string"},"datatype":"string"},"type":"statement","id":"Q4957246$381B4C41-BDA7-46B1-9157-DA1CAA1A9A82","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"35d006c510b5a56f830e70a73791ed874822e66c","datavalue":{"value":"realized covariance matrices","type":"string"},"datatype":"string"},"type":"statement","id":"Q4957246$3B76C6DB-AE3B-4203-BB0B-723616270F2D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0c57fc3a77c812737078b8f9832c5fd44fc29890","datavalue":{"value":"factor model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4957246$2158563E-F9A4-48D1-8595-FFA2191B328E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4fa8437a97411cab85d31c83dbe8acbb30c3c8d3","datavalue":{"value":"Wishart distribution","type":"string"},"datatype":"string"},"type":"statement","id":"Q4957246$FDECF960-E7F7-420D-A2C3-E585C95E21C0","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":"Q4957246$0A5C3948-5253-40A3-9749-DBC164E64165","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"3696f4d887946044ad1d0e99787670b56a8d071b","datavalue":{"value":"W2963950074","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$A14AE616-2B59-4B44-8427-C193E5FC8173","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f237876d3412156f4ea8c42fbfe23c054519183","datavalue":{"value":{"entity-type":"item","numeric-id":5472963,"id":"Q5472963"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$1ACE1B6F-3890-4D76-BDF3-BA3F04E3B48E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0756cdff40c2f27a2a012d7168e18caccdbc332d","datavalue":{"value":{"entity-type":"item","numeric-id":5475035,"id":"Q5475035"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$CAC270F8-B52D-4DCF-8358-C3215D6E48E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a9931a924b8ae7af7aab93c02e0368944a47f2b4","datavalue":{"value":{"entity-type":"item","numeric-id":3653354,"id":"Q3653354"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$0457C4EE-3DCD-4E58-A0D2-6170920C63AF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"62ee9eb698d6a8d680a6cb47862af38145fedd6c","datavalue":{"value":{"entity-type":"item","numeric-id":737896,"id":"Q737896"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$BC85AB9D-2C5F-4EF5-BC74-9266DFC16DD4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4e881599293bb07d32a71dea7bc2e1483803baaf","datavalue":{"value":{"entity-type":"item","numeric-id":2477058,"id":"Q2477058"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$30A99565-F6AC-4229-86BB-157479E6D7C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a384e54cbb624e5ff31f9e7eaeca74c1ea9f7a33","datavalue":{"value":{"entity-type":"item","numeric-id":150349,"id":"Q150349"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$2AA53A91-0D84-4C68-831B-A31BD91329DB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8d08105bac4745773aef5a84456953f4f6f49941","datavalue":{"value":{"entity-type":"item","numeric-id":736693,"id":"Q736693"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$9D7DB2AE-D830-4C78-B5B3-CCA33B1F1B83","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0f7ce20443c238f9d67ee41ae47a49dfccff0d86","datavalue":{"value":{"entity-type":"item","numeric-id":3632599,"id":"Q3632599"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$A35E01AC-B377-400B-8CB1-2AFB8BEA53C1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2d4cdf91a15cad33abf3b797b0fa28acb0a16d75","datavalue":{"value":{"entity-type":"item","numeric-id":738147,"id":"Q738147"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$261FEE90-2E7F-44FB-8D69-17E39CD489AE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b7214b443155f6c9abe045d6000e4197cd81f36d","datavalue":{"value":{"entity-type":"item","numeric-id":302185,"id":"Q302185"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$F5D80BD1-7D4B-439E-82F0-DE2C0F802547","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c9e5dd3cd8eb92b30c444f273a73290250cbf351","datavalue":{"value":{"entity-type":"item","numeric-id":1781192,"id":"Q1781192"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$A34225BF-FEFC-44D9-A0E9-DB117D17CC47","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2fc9a5c5943843ca20e2f3fc3a0f4a172fbe0860","datavalue":{"value":{"entity-type":"item","numeric-id":5252135,"id":"Q5252135"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$BEF9A03C-4FEA-488B-9BD6-C1EF70B5FE72","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"fbcdb53b24507c594d74cbab044d25ed3634e237","datavalue":{"value":{"entity-type":"item","numeric-id":1706484,"id":"Q1706484"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$6183BBC2-E2F3-4E2A-9944-19C915B746E4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"63b1a07d3796edb1592184b0ca148f6569705f9f","datavalue":{"value":{"entity-type":"item","numeric-id":3111195,"id":"Q3111195"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$E21279F9-2F75-494A-9A6C-614CE2C514C3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a596a227a6bb67f7484cb1953714d6e80bfe82b4","datavalue":{"value":{"entity-type":"item","numeric-id":5403112,"id":"Q5403112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$33BA78CA-8C56-4F06-BEC9-447021064246","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b76311a6bdacbcf78f0657a9fa8f2bee50576ba","datavalue":{"value":{"entity-type":"item","numeric-id":2380093,"id":"Q2380093"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$BFCE40AA-08C3-4AE6-88C0-B0C6E9B128E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bad16d6b1063a04e0a6e2d566b6042a7715bee37","datavalue":{"value":{"entity-type":"item","numeric-id":2642802,"id":"Q2642802"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$06A064DD-337D-41D2-9EE1-14AF416EADBC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"787e72fe9179516310993531c947051073eda8d7","datavalue":{"value":{"entity-type":"item","numeric-id":737259,"id":"Q737259"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4957246$39CB4C1E-659A-470F-B8C4-200D8C9E40DF","rank":"normal"}],"P12":[{"mainsnak":{"snaktype":"value","property":"P12","hash":"9609677891f9e652421008b82cadbe9e99569e4c","datavalue":{"value":"Q129721405","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4957246$15582415-EBB4-4949-A98F-5E39ADC54384","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b7414a0c54d7a717ba37239e5e0ba4b119eac66c","datavalue":{"value":{"entity-type":"item","numeric-id":2208902,"id":"Q2208902"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"04e0d56cf427827c6f6a5fa1529a97ecbd7b0932","datavalue":{"value":{"amount":"+0.8471116423606873","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4957246$E5DE0B45-F0AD-485E-BECF-B07E66DDBA5B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9820c08c0b09253172669f4b797d0bc0222126e6","datavalue":{"value":{"entity-type":"item","numeric-id":888317,"id":"Q888317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1b36346be3be71062fbc579a29893cdfddca2ddc","datavalue":{"value":{"amount":"+0.8407802581787109","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":"Q4957246$E7F1C1F2-E275-415C-8736-1DD624AF531E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"f92fea731bf42d85b4c4cbdd5b6442e5756a28ba","datavalue":{"value":{"entity-type":"item","numeric-id":737267,"id":"Q737267"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3769861ad02ee1d0c367a0cf64490b84480183c8","datavalue":{"value":{"amount":"+0.8199872374534607","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":"Q4957246$71782911-3AEF-48B4-A418-1BB007AB6D9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"34154a08cde70e1694b34ad87e6245fa84eb3351","datavalue":{"value":{"entity-type":"item","numeric-id":4991059,"id":"Q4991059"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e1169137dae214bdef0d57688fbb47c08d3a0314","datavalue":{"value":{"amount":"+0.8152616620063782","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":"Q4957246$6790DE5B-89DB-4FC9-8B22-693D85EA27F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5d106027544687f3edb9a5d25de1c4d3af7091fa","datavalue":{"value":{"entity-type":"item","numeric-id":2155653,"id":"Q2155653"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"398eb5da07e07c3113611403b69bcac7aacbe2f9","datavalue":{"value":{"amount":"+0.812728762626648","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":"Q4957246$08B42CEA-D224-41C8-AE88-1064975992DE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Forecasting high-dimensional realized volatility matrices using a factor model","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Forecasting_high-dimensional_realized_volatility_matrices_using_a_factor_model"}}}}}