{"entities":{"Q5080532":{"pageid":7110108,"ns":120,"title":"Item:Q5080532","lastrevid":54329600,"modified":"2026-01-26T15:49:21Z","type":"item","id":"Q5080532","labels":{"en":{"language":"en","value":"Modeling conditional correlations of asset returns: a smooth transition approach"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7534724"}},"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":"Q5080532$3B0C3D84-38D1-4B8F-94F2-A5C3A02E57C5","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"90602e12f5acc627169ac174bafd18eecd5396e0","datavalue":{"value":{"text":"Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5080532$127B53AE-2E5C-4417-9EC2-FBB0F56F4978","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"752f877869a6bc339bd0d87ed318129af3811965","datavalue":{"value":"1491.62261","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$4208968A-1966-4191-9293-46E17438229C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"d3bd6459081186b114f4ad591fdc81c7274eee86","datavalue":{"value":"10.1080/07474938.2014.945336","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$48E962B2-CA2D-4DA1-B2C7-F219A3FF772F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"6ee2cc7a51445420d9d7705450990506323ec450","datavalue":{"value":{"entity-type":"item","numeric-id":2691671,"id":"Q2691671"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$1FC59727-C6CE-4665-B911-A745047E8571","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"749a9cec792dbb58fa87e19ac18b2838d11dd75a","datavalue":{"value":{"entity-type":"item","numeric-id":291622,"id":"Q291622"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$518BB7FC-7558-48F9-BCC2-69EF251E897B","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"67d59fb4fe5542780d0dd3244fd1ce2f76a6c21e","datavalue":{"value":{"entity-type":"item","numeric-id":71366,"id":"Q71366"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$A09E1B9A-BA31-4E0C-BA56-8CECB09FB7AD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"3620a355fe4a418fc34abbd33d58889ecb510652","datavalue":{"value":{"time":"+2022-05-31T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5080532$96ABE8A0-9460-40D9-9F5F-9B2743924E6F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"5ff603baad6e626164b90c8b8447bf06d7701153","datavalue":{"value":"62P20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$150AFAFB-A174-4C49-96A6-0495895C4E3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1179c6cdfc1e6cfa1ccf347b858a5b5914f11cdc","datavalue":{"value":"62M10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$D37EB6F9-E217-49FD-A120-17AD136F6AAD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"4a8fc00d3d69e1837f024970c798053ff342d011","datavalue":{"value":"62P05","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$E9A250B2-CB37-48C9-9A65-EC1490A7B2B0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"325e035d1812352c3a83010cdc35176514b19a00","datavalue":{"value":"91B84","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$4B683823-AF33-4C0F-A49D-5ACE182A0C98","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"6e243a6608544f6acee36fba4a9444f24435ddb1","datavalue":{"value":"7534724","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$3C0E66A8-8E83-4C00-89C4-BE53A9E54F6E","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"150d6d4579379a63d45071cb2da17be97a706483","datavalue":{"value":"constant conditional correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$17813A2B-9978-4D7E-B725-D0D26BD5FEFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"68f8d748e8f27677de6ff99645d50dbd8db32e14","datavalue":{"value":"dynamic conditional correlation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$54AC6FAE-2E00-4966-909F-7BE8FBFFA713","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$601CE9B7-863E-4423-B4FC-D9FBBCC6892F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"9a79b3187cf01ee4525bf716482646b9e12981ea","datavalue":{"value":"return comovement","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$00180A2F-DD03-4D15-AF7C-76C94107AEFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"b31eb8a9c0f3b0d4bbaf2f21c0bdff084652460e","datavalue":{"value":"variable correlation GARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$AC5736FD-BBDA-4575-AF6B-450B76E77391","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"ff6e1ec2a6d1f81e92b8110641eb84fd9f99efc2","datavalue":{"value":"volatility model evaluation","type":"string"},"datatype":"string"},"type":"statement","id":"Q5080532$9A7FD4BB-FEAA-44B3-AF41-1F53FCC9E394","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$A9F84C3B-70DC-4A7D-B9E0-7402A4094A4D","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"414c3aba77796d89684dbf57474e08bbeeac40af","datavalue":{"value":"https://doi.org/10.1080/07474938.2014.945336","type":"string"},"datatype":"url"},"type":"statement","id":"Q5080532$B969EDC4-1EBB-4D4A-B33C-949A1D85B259","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"817769a07a7d7af133148f7b287e684a93522f38","datavalue":{"value":"W2136020591","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5080532$09A5D708-FF5C-43D6-9241-855445117178","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1e156eaed790e749c97a96ddc029ec2905705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":4808055,"id":"Q4808055"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$ABFCAEDC-8361-4434-94D3-5668B9023C54","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"1df2fcc32e83c04919c4b70eea5a6b5ef9bae994","datavalue":{"value":{"entity-type":"item","numeric-id":4031295,"id":"Q4031295"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$64D90173-8E86-4137-9964-A9498AAA8399","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$B015A756-D6BE-428F-8F30-BECC11E433F4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"cb3572d3cba73dee85469b3fe238d52aba82a973","datavalue":{"value":{"entity-type":"item","numeric-id":5703229,"id":"Q5703229"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$ACAF046B-43CF-4C2E-A3EA-7C8509A1EEE8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"0b923963f796396c5a3690a509948284b200b47c","datavalue":{"value":{"entity-type":"item","numeric-id":4561954,"id":"Q4561954"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$8739A81F-A628-4BA5-9441-20367D3D8111","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7e3bf128819d3eeab8dfe6a0d6c38211b659c539","datavalue":{"value":{"entity-type":"item","numeric-id":3805700,"id":"Q3805700"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$551AC8A3-8BF0-4366-8AC6-BF7CE1DB0649","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"af087d13746290f5829e4d4b8802211e07500864","datavalue":{"value":{"entity-type":"item","numeric-id":3552833,"id":"Q3552833"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$34023129-DC1B-4256-8C9F-E41A8832E01E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"54fcb24e28028ff9a13bf8490e4dcb74bca91451","datavalue":{"value":{"entity-type":"item","numeric-id":292034,"id":"Q292034"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$723E0F2E-8ABA-4B7A-8D48-F2BC2C089369","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":"Q5080532$85055EBA-4600-411B-9D74-18DF37342B6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f47a62192393ba54a9b5f90d8d25ece9a3f26c10","datavalue":{"value":{"entity-type":"item","numeric-id":1584770,"id":"Q1584770"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5080532$D8306CDE-0C19-410F-9C22-A9FB2D929CB1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e7b4c01b6697624ae0e151961185d6e3f2d09614","datavalue":{"value":{"entity-type":"item","numeric-id":1604080,"id":"Q1604080"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"1118df825b6c3b4e70adae92cf2e86388f040349","datavalue":{"value":{"amount":"+0.8397929072380066","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":"Q5080532$F98E41B0-A805-4AEC-AFBE-D471FAE6C74B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"adffcc61ca95d718b32972a37bcabf37678f791b","datavalue":{"value":{"entity-type":"item","numeric-id":2630121,"id":"Q2630121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"89edda0aba7787924a476e60b489e8b825d84574","datavalue":{"value":{"amount":"+0.8291274905204773","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":"Q5080532$83647216-ABD4-479A-8603-4ED990BDC7AD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2a694af30d4d283e5687e53a60cefc55dab0e599","datavalue":{"value":{"entity-type":"item","numeric-id":5392691,"id":"Q5392691"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6420e71619b0406f773e8f37ffcfd370541a42c5","datavalue":{"value":{"amount":"+0.8264293074607849","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":"Q5080532$7765E012-CC80-45E8-9F49-78BD86817480","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b17fa7f61b7828ccb18e16e1b3ecf3e44f932f11","datavalue":{"value":{"entity-type":"item","numeric-id":3551009,"id":"Q3551009"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6ab0e7c9d6c449de03be60223c991ac54c52d781","datavalue":{"value":{"amount":"+0.8222531080245972","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5080532$F5C6AFF3-EFFE-4E05-9668-CDBD876312AA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9ce367c99aaf1a5ab37df2d347914f6f2015fa83","datavalue":{"value":{"entity-type":"item","numeric-id":3404109,"id":"Q3404109"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"77d7d1ab1112f35a68e1944163d89a28033c642a","datavalue":{"value":{"amount":"+0.815453052520752","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":"Q5080532$12644479-F6EB-4596-8E32-5809036E1087","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5080532","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5080532"}}}}}