{"entities":{"Q5085572":{"pageid":7115148,"ns":120,"title":"Item:Q5085572","lastrevid":41442357,"modified":"2025-04-29T17:22:35Z","type":"item","id":"Q5085572","labels":{"en":{"language":"en","value":"Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7549028"}},"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":"Q5085572$47EA8734-F9DF-4452-811D-7AB0AFD4FED2","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"9337308cd9b930baaad118259cb363ae0e0fd662","datavalue":{"value":{"text":"Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5085572$4E7ED115-CBC0-4C19-8672-1147D74288E4","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"2bfcb7d182d8ca7712d74296fd24010a46a2fe3e","datavalue":{"value":"10.1080/03610926.2018.1535073","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5085572$267BB8C6-2A2B-4F1E-821C-026AD093AD6C","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"78ac861c927a7af3ff10e4fea236abbb94399d62","datavalue":{"value":{"entity-type":"item","numeric-id":5085569,"id":"Q5085569"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$33E4E6E9-33A7-4BBF-A810-0B12DB6F0AB5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"6ee64826c9402dd2a2060cf0493dcae33be58be2","datavalue":{"value":{"entity-type":"item","numeric-id":5085570,"id":"Q5085570"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$E58C4722-3133-4779-9EE2-B13E9B304D57","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"8cc7caf6b9837d965cd85fb3ac4a0cf21987ce65","datavalue":{"value":{"entity-type":"item","numeric-id":5085571,"id":"Q5085571"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$638CF61F-A294-4538-8039-DCB823896C73","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"dba42a7602513fad0c1a043c5f7fcf442ea1271c","datavalue":{"value":{"time":"+2022-06-27T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5085572$B4558AC2-1374-4E9E-AF23-BA191D89781F","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"923277c2ca15164b9d1e9edd451ca037b356ac9e","datavalue":{"value":"62-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5085572$E7E7A9EB-6F05-4E9E-ACAD-9EFCE0FC5EB5","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"ee2c48b913ea1f2db7987f52144281c7cefa110d","datavalue":{"value":"7549028","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5085572$B3948780-129A-4129-93FB-EA9150C4B110","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6492e78def8262db926af10812a235218e43165f","datavalue":{"value":"wavelet transform","type":"string"},"datatype":"string"},"type":"statement","id":"Q5085572$3D76C093-1A35-4849-AB97-270BD1954372","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4f4076b8a1a26a24f11a5cf8f7746648858a9f4","datavalue":{"value":"EGARCH model","type":"string"},"datatype":"string"},"type":"statement","id":"Q5085572$29129AD3-9FC2-4D84-80B5-7928169ED5E1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"34ce13e9a537b18b981ecd0dc2fe27fae924aee9","datavalue":{"value":"volatility","type":"string"},"datatype":"string"},"type":"statement","id":"Q5085572$C2B2B527-67F2-4B2F-8940-43766F9F1D84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"0d8c154c06749cabe884f8726a56164f9c47d2f4","datavalue":{"value":"de-noising","type":"string"},"datatype":"string"},"type":"statement","id":"Q5085572$09BF935F-CBFB-4C99-B5D4-297691E90035","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":"Q5085572$613BAF9A-856A-4B49-B871-C1E66CBC4058","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"772be23d98bb3412bceb078e36127e6430920b39","datavalue":{"value":"https://doi.org/10.1080/03610926.2018.1535073","type":"string"},"datatype":"url"},"type":"statement","id":"Q5085572$9FC8F4CF-D564-488F-A4AD-964780849D29","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"259ef7356adf8150d9cccee0395a0b26a9ee9230","datavalue":{"value":"W2906304120","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5085572$39460620-67EE-40EB-8C81-22AF50DB7C39","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"1bc899f53aa1dc1c4de63f35ec3116a3c1395915","datavalue":{"value":{"entity-type":"item","numeric-id":2965681,"id":"Q2965681"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$1CC1A97C-73AF-476C-A8AB-3EE0AE148379","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"8085d8052366b17926400ff57fc46caf3b83a90f","datavalue":{"value":{"entity-type":"item","numeric-id":322677,"id":"Q322677"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$8988FC83-8C37-4E46-8C6F-55C1697AF032","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"35e5b918262411ccdb268a389aa21dda988675fc","datavalue":{"value":{"entity-type":"item","numeric-id":5406921,"id":"Q5406921"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$D6559A60-59C5-4833-96D3-947D15E2C279","rank":"normal"},{"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":"Q5085572$A8A51B99-ACCA-41DD-AC3A-9B0B0E3C8394","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7d73986c4791024e704e58e0a0eea171cb7228ef","datavalue":{"value":{"entity-type":"item","numeric-id":1973910,"id":"Q1973910"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$41C548ED-B548-471A-BBF6-6CE48154731D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5c0e1b5de24a76152311557c5900c9aca7e2d76d","datavalue":{"value":{"entity-type":"item","numeric-id":3786907,"id":"Q3786907"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$70C3EA98-F79E-4404-A480-F15DCDFCCCCF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"15626833ca2d2dcd894df1f0608db8a13fb86a8b","datavalue":{"value":{"entity-type":"item","numeric-id":3986467,"id":"Q3986467"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$F942BDC8-7DA8-408D-8DFC-BEE7C51DCD0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"88d0f28d84011c3ecf8b66692c54ae76d8c8f5ec","datavalue":{"value":{"entity-type":"item","numeric-id":4320759,"id":"Q4320759"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$665D7163-589D-4A84-B92E-35E2BD5F3AB7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9a224e226e0cc5829a98aab8619cd2bb1b69712a","datavalue":{"value":{"entity-type":"item","numeric-id":3953065,"id":"Q3953065"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$F2342FEC-3FAF-473B-B54B-171E00109D2F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c526a4ab33dc4a17777870d993080c66c39c8f1","datavalue":{"value":{"entity-type":"item","numeric-id":4933581,"id":"Q4933581"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$B1F28D5A-A30A-46ED-A03A-93CE53321AE4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9fa2d446e2f9d13fd5c41b54cb5b82fc50bbf92d","datavalue":{"value":{"entity-type":"item","numeric-id":2768756,"id":"Q2768756"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$7A8648A5-35D9-40AE-9CD1-BE4A8DE1C574","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"97e04ae76b9a25355340f6bc7428a5a8ca9e6396","datavalue":{"value":{"entity-type":"item","numeric-id":2906121,"id":"Q2906121"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$D1D2CA10-DB6A-4744-B636-401FC7301900","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"da2986a3e099bbf8f39aa572324ce45ca4d94a8e","datavalue":{"value":{"entity-type":"item","numeric-id":3210032,"id":"Q3210032"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$79B246DF-76E9-4F29-8037-FC81C48733DD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b0a1dd4051b6170246e6e9280373f29a7808cbc","datavalue":{"value":{"entity-type":"item","numeric-id":4719453,"id":"Q4719453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$753A4833-9BDF-4D53-AF1C-897530C19C0B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b78e8968f01bec22c56416cf4c7eee6736fad375","datavalue":{"value":{"entity-type":"item","numeric-id":3368296,"id":"Q3368296"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$F11C2A27-B6F3-4C49-8EBD-562572AC50E8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"2c59ebe5fa104de5842286266cc4e3fd3ba58ce5","datavalue":{"value":{"entity-type":"item","numeric-id":5259151,"id":"Q5259151"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$5221A55A-48A2-4B18-BEAA-38C8E2AF0179","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"3f719fdd22f43946250e891aab47c3c10a921814","datavalue":{"value":{"entity-type":"item","numeric-id":2467287,"id":"Q2467287"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$8794261A-F954-456D-B69F-0BEECE0C6742","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"124f4c589ff69ec028dcdba20a7c46c65026db95","datavalue":{"value":{"entity-type":"item","numeric-id":5291050,"id":"Q5291050"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"24f824bd38bd39575007a7c0301addb78d6f73ad","datavalue":{"value":{"amount":"+0.88795596","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5085572$BF49817C-DE81-468D-ADE2-C6DB10B620B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"4c4d5db83d80f2fafde3363b74ad87890fe1ee8f","datavalue":{"value":{"entity-type":"item","numeric-id":2347550,"id":"Q2347550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"ca0ad55eb503c24d2bdb9209ea4a2803668d911d","datavalue":{"value":{"amount":"+0.858769","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":"Q5085572$04C33265-E324-473A-B153-1C7EBAD696C8","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e1852d92d5bd5f1ac89332c97eef29134e286142","datavalue":{"value":{"entity-type":"item","numeric-id":530371,"id":"Q530371"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"610d0aa7488370edb2984b76900a2503a28122d6","datavalue":{"value":{"amount":"+0.8562371","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5085572$F6431DF2-0AF8-4C79-B07C-34F5BCD966FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"9be6e90322e7595dcb28451928cf2cb351118d6a","datavalue":{"value":{"entity-type":"item","numeric-id":1973910,"id":"Q1973910"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"99a383d6b355370adff6d98733822aabad4d7d42","datavalue":{"value":{"amount":"+0.8523936","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":"Q5085572$B90BF118-16F7-47CB-BC90-D3CEE7DB5C8E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"25c83fb6aa126ade30a4d3537f262ac9942cf392","datavalue":{"value":{"entity-type":"item","numeric-id":4961413,"id":"Q4961413"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"788819fea564bde930380772151e144cbb17518f","datavalue":{"value":{"amount":"+0.85202885","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":"Q5085572$7A3B2F72-3B5A-4184-B279-723D318BD7C4","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"dc1cd04f76a0114a6c4d726dd701ae67914504c4","datavalue":{"value":{"entity-type":"item","numeric-id":2691712,"id":"Q2691712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"59bb13b86010f6d5b1e433ada2d4285ae9cd1ba3","datavalue":{"value":{"amount":"+0.8520059","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":"Q5085572$53B386C5-8391-4B48-946B-5090D04903CA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8ca8aeeced8c93dfabf9aa6d642b327aef8571c5","datavalue":{"value":{"entity-type":"item","numeric-id":2187983,"id":"Q2187983"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"a1704c0a626d709291fafa6e02126d48e7d1c311","datavalue":{"value":{"amount":"+0.851094","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"ac3c626774dcd0d16f89557f66586245841a01db","datavalue":{"value":{"entity-type":"item","numeric-id":6767936,"id":"Q6767936"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5085572$C0948D67-55AD-46E7-9516-575AC2C863EC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"405f0629f25eeb4264613249f66ac146ec2bebb1","datavalue":{"value":{"entity-type":"item","numeric-id":1926388,"id":"Q1926388"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35ac030ff06d838ed5a874ddc3977aff23915405","datavalue":{"value":{"amount":"+0.8510262","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":"Q5085572$236552BF-95C4-4A95-A186-724437BECCD9","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"3d2b4399b6d08fdb88c52c217812e12064df916e","datavalue":{"value":{"entity-type":"item","numeric-id":4540548,"id":"Q4540548"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5085572$A3257C05-B9F4-4197-953D-9A74D4ED4283","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5085572","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5085572"}}}}}