{"entities":{"Q5093221":{"pageid":7122797,"ns":120,"title":"Item:Q5093221","lastrevid":54371267,"modified":"2026-01-26T17:28:38Z","type":"item","id":"Q5093221","labels":{"en":{"language":"en","value":"Multivariate variance targeting in the BEKK-GARCH model"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7563579"}},"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":"Q5093221$FC4E1C43-5D5D-42A3-A3A6-BC6C8610902E","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"449161dc5423b2b1622a9432fffedc694683ebdf","datavalue":{"value":{"text":"Multivariate variance targeting in the BEKK-GARCH model","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5093221$35BA865B-2785-4016-89B4-09ADC5D25E2F","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"bba11094caf44a9b9ccc29f28f395584b8884d3f","datavalue":{"value":{"entity-type":"item","numeric-id":341883,"id":"Q341883"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5093221$3365C733-408C-4720-B940-036AC290536F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"3e9b804fa0d958b210e17867752887da93415e82","datavalue":{"value":{"entity-type":"item","numeric-id":250879,"id":"Q250879"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5093221$20ABF43C-6B81-4C13-99FD-DD17C4A17DDD","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"f32cf62c27c58ac34b05e7b82f2386d98c209a2a","datavalue":{"value":{"time":"+2022-07-26T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5093221$EB60C853-4B5D-4331-A7FC-1C89A6C406B4","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"0ad8c6e3b4374aa21f23c696ab10a0e645d2262d","datavalue":{"value":"http://www.econ.ku.dk/english/research/publications/wp/dp_2012/1223.pdf","type":"string"},"datatype":"url"},"type":"statement","id":"Q5093221$E53B664A-20A0-439F-9A92-149C7ED16A94","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"923277c2ca15164b9d1e9edd451ca037b356ac9e","datavalue":{"value":"62-XX","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5093221$5B52C378-1F4B-4F01-B7F1-8114A78D1DAD","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"fa216e70881ec70428f03a67aea3a70f713d2a09","datavalue":{"value":"7563579","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5093221$0D973789-E8F2-4D59-B226-F4AFE08737A8","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2a184a37d2f13e04fe6bf006bdf34e0888107b53","datavalue":{"value":"asymptotic theory","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$FBAFF1B7-1495-4EE4-9869-DDFD9FF8ABFC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"bafce50d277c589ec667cf755fe05d7416f36a43","datavalue":{"value":"BEKK","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$74A8FFC9-2F72-4E96-9AE1-7B4738E766F9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6855732c77f175f18705710d963f827a17f7c85a","datavalue":{"value":"covariance targeting","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$4970E855-0AA5-4958-B5B3-E170D74BE24C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2aa3e654ea4ba6e21c1efca13536358b31076af0","datavalue":{"value":"multivariate GARCH","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$DE7E5B6D-54EE-4A1A-BE13-3CF5A601967F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"2d880fb83080761048200b45cf2bdb8f12d7a95e","datavalue":{"value":"time series","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$C8167F2A-37E3-4DBE-8B06-5A7B8A0E00F2","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"a130014bdd89d40d119b549fe57290196dbcc92f","datavalue":{"value":"variance targeting","type":"string"},"datatype":"string"},"type":"statement","id":"Q5093221$EDE5EB32-B0AC-471A-8377-A72D2E43F483","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":"Q5093221$46F10EC3-3574-401D-AD6A-E2171E4E8EC6","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"9a1e6bb4b314baedd971fe2da56fff1d6ba0874a","datavalue":{"value":"W3123643089","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5093221$9B31A6E1-28CF-4DD8-A2DB-6C509783A5CC","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"e78e3d1a3ab2c085ec62dcdaef61863f63ca6460","datavalue":{"value":"10.1111/ECTJ.12019","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5093221$A5E976C1-A678-4110-A042-CE9C0C51A40F","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"895f84a614b322b9af753b0417a915e707d3ce09","datavalue":{"value":{"entity-type":"item","numeric-id":158712,"id":"Q158712"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5093221$75EFE898-939C-4985-9B73-C38ABF36A175","rank":"normal"}],"P1643":[{"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":"93eb6e42d24b57d1b31d770468fafe192b4fae19","datavalue":{"value":{"amount":"+0.822314441204071","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":"Q5093221$1F923BAA-3848-4E28-841E-43327E12E66F","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"ee9dd626540b92a16d1cff3e71e4eace57aafeb7","datavalue":{"value":{"entity-type":"item","numeric-id":2801995,"id":"Q2801995"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"0ac5da660005796d2cacee38ddcb96459c6bc3a2","datavalue":{"value":{"amount":"+0.8200222849845886","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":"Q5093221$015918F0-815A-430B-9B5B-31F1C1EFD788","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"288391265a031a4660a4d940e0ea40670eea6765","datavalue":{"value":{"entity-type":"item","numeric-id":5133523,"id":"Q5133523"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3898b5210612d3fe73fcf9fcf9678c7067f0f570","datavalue":{"value":{"amount":"+0.7954234480857849","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":"Q5093221$0724E8C4-A648-4A6D-BBBC-CC5CD3D97626","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":"9da54d4ee71a69766009df465d18e8083b6b3414","datavalue":{"value":{"amount":"+0.7950024604797363","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":"Q5093221$77D03D58-B486-4915-9738-F9F9E708AC39","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"eefe8d99b3c39c3ad6e13a977cde6ce5feef45fc","datavalue":{"value":{"entity-type":"item","numeric-id":1695658,"id":"Q1695658"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"100960b716d7c529d1491edf80704c34bbe70daf","datavalue":{"value":{"amount":"+0.7839319109916687","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":"Q5093221$0C86439C-C0C1-4029-B13D-AB8B86F95186","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:5093221","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:5093221"}}}}}