{"entities":{"Q4971416":{"pageid":7000995,"ns":120,"title":"Item:Q4971416","lastrevid":41191327,"modified":"2025-04-18T21:55:20Z","type":"item","id":"Q4971416","labels":{"en":{"language":"en","value":"Two Cholesky-log-GARCH models for multivariate volatilities"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7258988"}},"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":"Q4971416$4177B5A3-29FE-4CA7-B454-2BC2AD0D4B1C","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"5ad5daca4e4c1d186e7102ecc00ba52ed3c54a8c","datavalue":{"value":{"text":"Two Cholesky-log-GARCH models for multivariate volatilities","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q4971416$28B90132-810B-4AF1-B477-2970C7D206A3","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e200a86660adcf0e46e3e5ffc9ae3ca1b7db2eba","datavalue":{"value":"10.1177/1471082X14551246","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4971416$776D9759-56FD-43E2-81D4-784682B8E531","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"076a5b13c40bf00aee5b74e48276a6ffa539cf69","datavalue":{"value":{"entity-type":"item","numeric-id":1615110,"id":"Q1615110"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$C74D9CE0-0F27-470E-ADAD-D1A77BBB47AB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"ab26afdc0b4cbfe895effac0bd9420b6d027c994","datavalue":{"value":{"entity-type":"item","numeric-id":245559,"id":"Q245559"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$84EB943B-C5C2-4820-AEB8-ACD95FBA1BFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"88d37790933b21dd5fe31d249ef394e4dd3e5279","datavalue":{"value":{"entity-type":"item","numeric-id":249612,"id":"Q249612"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$30DCB27D-BED5-4BB6-A565-5D533E43FE9F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"efab6651ad581213b95fab234b7cad680c2b5db9","datavalue":{"value":{"entity-type":"item","numeric-id":61733,"id":"Q61733"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$284F49A8-1765-4EC4-8D26-0C6E277FDF5C","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"0163f8e6677e49732de512ceb92368b6cf6a6ee5","datavalue":{"value":{"time":"+2020-10-12T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q4971416$7F098F8D-FBFA-4C88-ADFD-F0301A8EC598","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"923277c2ca15164b9d1e9edd451ca037b356ac9e","datavalue":{"value":"62-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4971416$05F03241-A3FC-472B-B073-4148DE3BF13A","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"72cd7a079f275ceed7a54d86eb0b27ab2e5340f3","datavalue":{"value":"7258988","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4971416$55940313-09CB-49A7-9C9E-778BA7143712","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"1ed2d4f54838e863aafaa1049719054384eaf08b","datavalue":{"value":"Cholesky decomposition","type":"string"},"datatype":"string"},"type":"statement","id":"Q4971416$95E48778-67FD-48D7-B14C-302A95E723B4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7e4e2cb0e1c2626393157168dd12ce8f71443f08","datavalue":{"value":"covariance matrix","type":"string"},"datatype":"string"},"type":"statement","id":"Q4971416$A15586EC-F708-4EAD-A555-C27CE3644E2C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"70e3f46c09ffaacbf9d5ccf01a7ad5dcbdb78f0c","datavalue":{"value":"GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q4971416$2ACA9875-5AAC-41FE-A609-0EE200CB3FBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7c2afea2a40c81eca61476647111e041d9f85fdd","datavalue":{"value":"hyperspherical coordinates","type":"string"},"datatype":"string"},"type":"statement","id":"Q4971416$7D255C2E-A886-4C47-8595-FFB681E52737","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q4971416$5E4AC84B-0A08-4F54-B0BB-82CEC80FDCD7","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$C373806C-C026-4CE5-A019-1A69D48AC743","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1dd49b833dd742d611c19e0150bea1fd33444adc","datavalue":{"value":{"entity-type":"item","numeric-id":1821471,"id":"Q1821471"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$3ADE08F4-D3CF-4E43-B8C6-686EFD6C53B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f77c63d5c71b6c2bb9056fd42e1751e4639d39b8","datavalue":{"value":{"entity-type":"item","numeric-id":993832,"id":"Q993832"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$C96E2D34-A722-4EAB-A122-F45D43617743","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a8013cef5530839cc335d44d7fcb360de8037d51","datavalue":{"value":{"entity-type":"item","numeric-id":693317,"id":"Q693317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$D3D4848F-C268-4494-A1EB-3EB868FBCDF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$DF7A51E1-DA42-4370-9DFF-AA1B5CDF60BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3ff8c4f646534300019316a48dbc67132c26d153","datavalue":{"value":{"entity-type":"item","numeric-id":2448408,"id":"Q2448408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$951407B1-B2D9-49CA-AC55-A93927DEFF9C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"6f47587b989c6f183c79eba6c7bc04396a0186d7","datavalue":{"value":{"entity-type":"item","numeric-id":5222822,"id":"Q5222822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$086F94CE-8158-409A-BA96-9CAB39A3642D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e8e835ad93312083b939d21f11cb7fdc3696c03e","datavalue":{"value":{"entity-type":"item","numeric-id":5254946,"id":"Q5254946"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$7C4566D0-11E5-464A-AA04-7F2325A39C52","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b98341ea5b9e43e72520b3ce510c7242a081ef5b","datavalue":{"value":{"entity-type":"item","numeric-id":4808057,"id":"Q4808057"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$DE7A7496-9FD9-4383-AB6D-7CE4528B39BD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"44b3bb59da5016afc134026991931a339889c7a3","datavalue":{"value":{"entity-type":"item","numeric-id":4455407,"id":"Q4455407"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$7A05B16E-88AE-4DEF-9A33-29DB28A4B2D2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"582391c11e914068c963a107ea065cc77aa0a357","datavalue":{"value":{"entity-type":"item","numeric-id":4935366,"id":"Q4935366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$0B77B529-5C21-4D4A-8133-657C1D07B4FD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"56027098bfe2f0ca3eb6497d85ad07df7cb35355","datavalue":{"value":{"entity-type":"item","numeric-id":4506036,"id":"Q4506036"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$1AC85F12-06BC-4132-B122-D63D868F2D98","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0137d528e27040801518fb5d75302b8d21465e7c","datavalue":{"value":{"entity-type":"item","numeric-id":449843,"id":"Q449843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$241B2D3D-D344-4F63-A0B0-149200CF2BFB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8ad09bc2028d7bff4a62f250c7756685ba98273c","datavalue":{"value":{"entity-type":"item","numeric-id":5427788,"id":"Q5427788"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$B6FB2E70-53AB-45AF-BC8F-A279F3C17105","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"20acbae60cecb9dfb65a9b6f8be00218a18c4d02","datavalue":{"value":{"entity-type":"item","numeric-id":3646955,"id":"Q3646955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$0DCCF982-DE9A-4A3C-BB5B-10DE0E0EA80B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8793a352725696ee976b244569189d060c2803f2","datavalue":{"value":{"entity-type":"item","numeric-id":4864293,"id":"Q4864293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$B9FD7EC0-004D-4383-9BAD-138132A85F23","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7f52075b801b42a932ea578600fe7fdb43941857","datavalue":{"value":{"entity-type":"item","numeric-id":3583112,"id":"Q3583112"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$D2F19607-1AA2-43F5-AD98-983C1A0F534D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ef3b4e81b1a530290a8fc5648a99acad4e91f8dd","datavalue":{"value":{"entity-type":"item","numeric-id":4458359,"id":"Q4458359"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$D28972C3-73B6-41BA-B6BF-9125987E8833","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a2b7dcf93d23489347a3b448ae98925f89461a1f","datavalue":{"value":{"entity-type":"item","numeric-id":5379907,"id":"Q5379907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q4971416$B6D81B71-131E-4C4A-B540-FEB9964402D1","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"c15f2e6b82df1527e7c03c807616663b174e0b5e","datavalue":{"value":"https://doi.org/10.1177/1471082x14551246","type":"string"},"datatype":"url"},"type":"statement","id":"Q4971416$FB08272B-C964-4F43-BED6-937D3EFEC85A","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"7a8a17954f33d6e7893479e8f57b63928cf5571a","datavalue":{"value":"W2120410017","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q4971416$6AED9170-28C2-4068-A592-5A80BFB85A18","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"96fc7997ff82e36270dcf33c940781cbac34c289","datavalue":{"value":{"entity-type":"item","numeric-id":3646955,"id":"Q3646955"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"e6a7937207f444e57207ea767895bdaf895c7407","datavalue":{"value":{"amount":"+0.9034059","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":"Q4971416$8F49EDBD-65AC-48EE-99AA-594412D0B0B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"18a50b7e6ecc94cbc89ef793cdd25caab94ba0ed","datavalue":{"value":{"entity-type":"item","numeric-id":2886953,"id":"Q2886953"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1f2a03d4a095013158737e62e74ff018a8fa0ea2","datavalue":{"value":{"amount":"+0.89863527","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":"Q4971416$4878EC1B-0860-4F27-B2CC-E8326F317AE0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7402326ddac5fec3279126d32c1066ff433100e8","datavalue":{"value":{"entity-type":"item","numeric-id":3307800,"id":"Q3307800"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"275fa1958f3ebe1867f1216c2b36792a204ec87f","datavalue":{"value":{"amount":"+0.8968264","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":"Q4971416$31F887C3-A631-4390-A5F8-30FE32408F7B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"082984007fa65583b1069a472c9184f5b39c8b90","datavalue":{"value":{"entity-type":"item","numeric-id":4210852,"id":"Q4210852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"2c818d3d7e8cefbe56ce856e1046b2927a04ef8b","datavalue":{"value":{"amount":"+0.89414835","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4971416$C52157A3-73C6-4579-9451-FE673F3ACCBA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c222daf5893d9ee7673cbbf58ac7396b0b06a4e4","datavalue":{"value":{"entity-type":"item","numeric-id":5127660,"id":"Q5127660"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"68e96c0074ecbedbe0a27da3bce74276741d78e2","datavalue":{"value":{"amount":"+0.8938157","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":"Q4971416$74D72146-54B5-42B0-8019-79BB7E8FE2C0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"510b1ed15be2a5903a281b02f45e8487ec8c159b","datavalue":{"value":{"entity-type":"item","numeric-id":693317,"id":"Q693317"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9546230b50ba337b00be0f285b8c7abdbc920202","datavalue":{"value":{"amount":"+0.88792497","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4971416$A08A379D-0236-4BD3-9E32-E07AD9BE2AA3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"713e796d859a55cec92d65f50e345018f4b0fff8","datavalue":{"value":{"entity-type":"item","numeric-id":842922,"id":"Q842922"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"5a4a2e585ffe39742c5f874a2a2168bd99c542fa","datavalue":{"value":{"amount":"+0.882982","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":"Q4971416$92E3EFFB-7C98-4ED2-9E5E-86674C46A90B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"936c06b239e287eb64241aeb5f51e9629a995b78","datavalue":{"value":{"entity-type":"item","numeric-id":3105852,"id":"Q3105852"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3a453e96d5eaa768c6f853f382be3feff458c4a3","datavalue":{"value":{"amount":"+0.88155985","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q4971416$B03CAE17-65D4-458B-8EA3-858D5E126AFE","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:4971416","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:4971416"}}}}}